+62.5%
BAC vs UMAC
+195.7%
-133.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.2% |
| 7D | +1.5% | +10.1% | -8.6% | +1.3% |
| 30D | -6.4% | -39.1% | +32.8% | -5.6% |
| 3M | -21.7% | -56.2% | +34.6% | -20.7% |
| 6M | +0.5% | -16.2% | +16.7% | +0.1% |
| YTD | -6.7% | -7.1% | +0.5% | -7.8% |
| 1Y | -4.7% | +10.3% | -14.9% | -6.2% |
| All | +62.5% | +195.7% | -133.2% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling