-35.5%
BAX vs UMAC
+508.0%
-543.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.8% |
| 7D | -5.1% | +3.3% | -8.4% | -5.2% |
| 30D | -12.2% | -10.4% | -1.8% | -12.1% |
| 3M | +21.8% | +1.8% | +20.1% | +21.4% |
| 6M | +36.3% | +40.7% | -4.4% | +34.1% |
| YTD | +27.8% | +90.9% | -63.1% | +24.7% |
| 1Y | -0.1% | +151.8% | -151.8% | -3.2% |
| All | -35.5% | +508.0% | -543.5% | -42.1% |
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