+92.9%
W vs UMAC
+508.0%
-415.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +0.6% |
| 7D | +5.9% | +3.3% | +2.6% | +5.6% |
| 30D | -3.0% | -10.4% | +7.3% | -2.8% |
| 3M | +40.3% | +1.8% | +38.6% | +38.8% |
| 6M | +32.2% | +40.7% | -8.5% | +25.5% |
| YTD | -0.3% | +90.9% | -91.2% | -7.9% |
| 1Y | +16.2% | +151.8% | -135.6% | +4.1% |
| All | +92.9% | +508.0% | -415.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling