+17.3%
XYZ vs UMAC
+488.3%
-471.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | -5.2% | -4.0% | -1.2% | -5.0% |
| 30D | 0.0% | -9.4% | +9.4% | +0.2% |
| 3M | +18.7% | +3.0% | +15.7% | +17.8% |
| 6M | +20.5% | +27.2% | -6.7% | +17.3% |
| YTD | +21.5% | +84.7% | -63.2% | +16.2% |
| 1Y | +7.2% | +136.5% | -129.3% | +1.2% |
| All | +17.3% | +488.3% | -471.0% | +5.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling