+26.2%
BAC vs UMC
+238.8%
-212.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | +0.2% |
| 7D | 0.0% | +9.0% | -9.0% | 0.0% |
| 30D | -2.8% | +17.2% | -20.0% | -2.8% |
| 3M | +14.2% | +11.4% | +2.8% | +14.1% |
| 6M | +30.5% | +137.5% | -107.0% | +30.7% |
| YTD | +15.8% | +193.1% | -177.3% | +16.8% |
| 1Y | +26.2% | +240.3% | -214.1% | +24.0% |
| All | +26.2% | +238.8% | -212.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling