+253.8%
BAC vs UMC
+172.9%
+80.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +1.5% | +17.8% | -16.3% | -2.9% |
| 30D | -6.4% | -29.6% | +23.2% | +1.8% |
| 3M | -21.7% | -18.4% | -3.3% | -18.7% |
| 6M | +0.5% | -0.1% | +0.6% | -4.4% |
| YTD | -6.7% | +104.0% | -110.7% | -29.1% |
| 1Y | -4.7% | +121.5% | -126.2% | -29.2% |
| 3Y | +96.1% | +135.0% | -38.9% | +39.3% |
| 5Y | +21.7% | +83.0% | -61.3% | -9.8% |
| 10Y | +232.0% | +1,312.7% | -1,080.7% | +21.2% |
| All | +253.8% | +172.9% | +80.9% | +26.4% |
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