+136.4%
BAC vs UMC
+252.5%
-116.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.5% | -0.8% |
| 7D | +1.2% | +6.6% | -5.4% | +0.7% |
| 30D | -0.7% | +16.6% | -17.3% | -1.8% |
| 3M | +16.9% | +11.0% | +5.9% | +15.0% |
| 6M | +29.6% | +131.3% | -101.7% | +17.5% |
| YTD | +15.3% | +182.5% | -167.2% | 0.0% |
| 1Y | +28.8% | +222.3% | -193.4% | +8.7% |
| 3Y | +136.4% | +253.0% | -116.6% | +81.5% |
| All | +136.4% | +252.5% | -116.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling