-57.7%
Z vs UMAC
+8.8%
-66.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +3.6% |
| 7D | +0.8% | -5.2% | +6.1% | +1.0% |
| 30D | +5.2% | -36.4% | +41.6% | +6.3% |
| 3M | -17.0% | -58.6% | +41.6% | -15.4% |
| 6M | -22.7% | -24.6% | +2.0% | -24.7% |
| YTD | -56.3% | -11.5% | -44.9% | -59.5% |
| 1Y | -57.7% | +16.9% | -74.5% | -62.6% |
| All | -57.7% | +8.8% | -66.4% | -62.6% |
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