-47.5%
BAH vs UMAC
+508.0%
-555.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.2% |
| 7D | -1.3% | +3.3% | -4.6% | -1.4% |
| 30D | -6.6% | -10.4% | +3.8% | -6.5% |
| 3M | -7.2% | +1.8% | -8.9% | -7.3% |
| 6M | -10.0% | +40.7% | -50.7% | -11.2% |
| YTD | -12.5% | +90.9% | -103.3% | -14.3% |
| 1Y | -27.9% | +151.8% | -179.7% | -30.0% |
| All | -47.5% | +508.0% | -555.5% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling