+101.7%
BAC vs UMAC
+508.0%
-406.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.6% |
| 7D | +0.6% | +3.3% | -2.6% | +0.6% |
| 30D | -1.4% | -10.4% | +9.0% | -1.3% |
| 3M | +15.7% | +1.8% | +14.0% | +15.3% |
| 6M | +32.2% | +40.7% | -8.6% | +30.2% |
| YTD | +15.8% | +90.9% | -75.1% | +13.1% |
| 1Y | +27.3% | +151.8% | -124.5% | +23.3% |
| All | +101.7% | +508.0% | -406.3% | +88.6% |
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 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