+92.6%
W vs UMAC
+549.5%
-456.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.8% | -0.1% |
| 7D | +6.5% | +14.7% | -8.2% | +5.4% |
| 30D | -6.2% | -0.5% | -5.7% | -6.7% |
| 3M | +48.9% | +0.5% | +48.4% | +47.3% |
| 6M | +31.2% | +57.9% | -26.7% | +23.5% |
| YTD | -0.4% | +103.9% | -104.4% | -8.4% |
| 1Y | +14.8% | +159.3% | -144.5% | +2.6% |
| All | +92.6% | +549.5% | -456.9% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling