-44.9%
BAH vs UMAC
+488.3%
-533.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.2% | +8.1% | +4.9% |
| 7D | +2.4% | -4.0% | +6.4% | +2.5% |
| 30D | -2.9% | -9.4% | +6.4% | -2.9% |
| 3M | -1.3% | +3.0% | -4.3% | -1.6% |
| 6M | -0.9% | +27.2% | -28.1% | -2.0% |
| YTD | -8.2% | +84.7% | -92.9% | -10.1% |
| 1Y | -24.0% | +136.5% | -160.5% | -26.1% |
| All | -44.9% | +488.3% | -533.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling