-36.0%
BAX vs UMAC
+488.3%
-524.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | -5.4% | -4.0% | -1.4% | -5.4% |
| 30D | -12.4% | -9.4% | -3.0% | -12.3% |
| 3M | +19.1% | +3.0% | +16.1% | +18.6% |
| 6M | +38.6% | +27.2% | +11.4% | +36.6% |
| YTD | +26.7% | +84.7% | -58.0% | +23.7% |
| 1Y | +1.0% | +136.5% | -135.5% | -2.0% |
| All | -36.0% | +488.3% | -524.3% | -42.6% |
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