-14.8%
BA vs UMAC
+214.8%
-229.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +0.8% |
| 7D | 0.0% | -13.9% | +13.9% | +0.4% |
| 30D | -8.9% | -39.6% | +30.6% | -7.5% |
| 3M | -25.5% | -53.6% | +28.1% | -23.8% |
| 6M | -27.0% | -6.2% | -20.8% | -27.8% |
| YTD | -20.1% | -1.2% | -19.0% | -21.8% |
| 1Y | -11.0% | +9.7% | -20.7% | -13.4% |
| All | -14.8% | +214.8% | -229.5% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling