+11.6%
W vs UMAC
+138.6%
-127.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -2.4% |
| 7D | +0.5% | -4.0% | +4.5% | +0.8% |
| 30D | -5.6% | -9.4% | +3.8% | -5.5% |
| 3M | +41.9% | +3.0% | +38.9% | +40.2% |
| 6M | +30.2% | +27.2% | +3.0% | +24.9% |
| YTD | -2.9% | +84.7% | -87.6% | -9.1% |
| 1Y | +11.6% | +136.5% | -124.9% | +0.8% |
| All | +11.6% | +138.6% | -127.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling