+339.0%
BAC vs UMC
+259.6%
+79.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.6% | -1.3% |
| 7D | +1.1% | +5.0% | -3.9% | -0.3% |
| 30D | -0.4% | +7.7% | -8.1% | -2.5% |
| 3M | +16.9% | +1.7% | +15.2% | +13.3% |
| 6M | +26.6% | +113.9% | -87.3% | -1.5% |
| YTD | +15.8% | +168.9% | -153.1% | -17.0% |
| 1Y | +27.2% | +207.2% | -180.0% | -12.6% |
| 3Y | +132.4% | +227.7% | -95.3% | +53.1% |
| 5Y | +72.6% | +118.0% | -45.5% | +23.7% |
| 10Y | +389.7% | +1,682.1% | -1,292.4% | +70.5% |
| All | +339.0% | +259.6% | +79.4% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling