-47.8%
Z vs UMAC
+168.5%
-216.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -17.6% | +6.9% | -9.8% |
| 7D | -2.3% | -37.8% | +35.6% | -0.2% |
| 30D | +9.4% | -52.0% | +61.3% | +12.9% |
| 3M | -16.1% | -58.3% | +42.2% | -13.2% |
| 6M | -30.4% | -21.0% | -9.5% | -31.7% |
| YTD | -55.6% | -15.7% | -39.9% | -57.1% |
| 1Y | -58.5% | -9.8% | -48.7% | -60.3% |
| All | -47.8% | +168.5% | -216.3% | -61.1% |
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