-50.1%
Z vs UMAC
+214.8%
-264.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.6% | +1.1% | -5.2% |
| 7D | -6.5% | -13.9% | +7.4% | -5.9% |
| 30D | -0.1% | -39.6% | +39.5% | +2.0% |
| 3M | -14.1% | -53.6% | +39.5% | -11.6% |
| 6M | -30.1% | -6.2% | -23.9% | -31.9% |
| YTD | -57.5% | -1.2% | -56.3% | -59.3% |
| 1Y | -60.3% | +9.7% | -70.0% | -62.4% |
| All | -50.1% | +214.8% | -264.8% | -63.1% |
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