+392.9%
BAC vs UMC
+1,863.6%
-1,470.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.2% |
| 7D | 0.0% | +9.0% | -9.0% | -1.5% |
| 30D | -2.8% | +17.2% | -20.0% | -5.6% |
| 3M | +14.2% | +11.4% | +2.8% | +10.2% |
| 6M | +30.5% | +137.5% | -107.0% | +7.3% |
| YTD | +15.8% | +193.1% | -177.3% | -10.3% |
| 1Y | +26.2% | +240.3% | -214.1% | -5.7% |
| 3Y | +136.5% | +262.2% | -125.7% | +71.0% |
| 5Y | +75.9% | +143.1% | -67.2% | +34.2% |
| All | +392.9% | +1,863.6% | -1,470.7% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling