+5.2%
XYZ vs UMAC
+141.5%
-136.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.4% |
| 7D | -3.7% | +3.3% | -7.0% | -4.0% |
| 30D | +0.5% | -10.4% | +10.9% | +0.9% |
| 3M | +16.3% | +1.8% | +14.5% | +14.9% |
| 6M | +21.1% | +40.7% | -19.6% | +14.5% |
| YTD | +22.0% | +90.9% | -68.9% | +10.7% |
| 1Y | +5.2% | +151.8% | -146.6% | -2.4% |
| All | +5.2% | +141.5% | -136.4% | -2.4% |
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