-31.6%
BAX vs UMAC
+494.0%
-525.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -5.5% | -7.7% | +2.2% | -5.4% |
| 3M | +33.5% | -26.4% | +60.0% | +33.9% |
| 6M | +35.9% | +61.9% | -26.0% | +33.3% |
| YTD | +35.4% | +86.5% | -51.1% | +32.2% |
| 1Y | +9.8% | +156.3% | -146.6% | +6.3% |
| All | -31.6% | +494.0% | -525.6% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling