+21.3%
BAC vs UMC
+81.6%
-60.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +1.5% | +17.8% | -16.3% | -1.0% |
| 30D | -6.4% | -29.6% | +23.2% | -1.7% |
| 3M | -21.7% | -18.4% | -3.3% | -20.0% |
| 6M | +0.5% | -0.1% | +0.6% | -3.6% |
| YTD | -6.7% | +104.0% | -110.7% | -25.1% |
| 1Y | -4.7% | +121.5% | -126.2% | -25.2% |
| 3Y | +96.1% | +135.0% | -38.9% | +46.6% |
| All | +21.3% | +81.6% | -60.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling