-31.7%
BAX vs UMAC
+182.0%
-213.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.4% |
| 7D | +0.1% | -5.2% | +5.3% | +0.2% |
| 30D | +4.1% | -36.4% | +40.5% | +4.8% |
| 3M | -4.5% | -58.6% | +54.0% | -3.3% |
| 6M | +49.2% | -24.6% | +73.9% | +48.4% |
| YTD | +35.2% | -11.5% | +46.7% | +33.5% |
| 1Y | +38.3% | +16.9% | +21.4% | +35.6% |
| All | -31.7% | +182.0% | -213.7% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling