-15.2%
BA vs UMAC
+237.0%
-252.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.3% | -13.9% | -1.1% |
| 7D | -1.7% | -5.5% | +3.8% | -1.7% |
| 30D | -9.5% | -35.3% | +25.8% | -8.2% |
| 3M | -26.5% | -48.4% | +21.9% | -25.1% |
| 6M | -27.4% | +0.4% | -27.8% | -28.4% |
| YTD | -20.6% | +5.8% | -26.4% | -22.4% |
| 1Y | -11.4% | +27.3% | -38.7% | -14.2% |
| All | -15.2% | +237.0% | -252.2% | -22.6% |
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 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