+101.7%
BAC vs UMAC
+494.0%
-392.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -0.4% | -7.7% | +7.3% | -0.4% |
| 3M | +16.9% | -26.4% | +43.3% | +17.1% |
| 6M | +26.6% | +61.9% | -35.2% | +24.3% |
| YTD | +15.8% | +86.5% | -70.7% | +13.1% |
| 1Y | +27.2% | +156.3% | -129.1% | +23.1% |
| All | +101.7% | +494.0% | -392.3% | +88.8% |
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