-12.3%
BA vs UMAC
+6.6%
-18.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.4% |
| 7D | -0.6% | +10.1% | -10.7% | -1.2% |
| 30D | -8.0% | -39.1% | +31.1% | -5.8% |
| 3M | -25.8% | -56.2% | +30.4% | -22.9% |
| 6M | -27.6% | -16.2% | -11.4% | -28.3% |
| YTD | -21.0% | -7.1% | -13.8% | -24.2% |
| 1Y | -12.3% | +10.3% | -22.5% | -18.0% |
| All | -12.3% | +6.6% | -18.8% | -18.0% |
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