-60.2%
Z vs UMAC
+12.8%
-73.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -13.1% | -2.9% | -10.2% | -13.0% |
| 30D | +5.9% | -35.6% | +41.4% | +6.9% |
| 3M | -13.7% | -51.3% | +37.6% | -12.3% |
| 6M | -27.1% | -17.5% | -9.6% | -29.2% |
| YTD | -56.8% | -0.7% | -56.1% | -60.2% |
| 1Y | -60.2% | +16.5% | -76.7% | -64.6% |
| All | -60.2% | +12.8% | -73.1% | -64.6% |
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