+37.7%
BBY vs UMAC
+473.8%
-436.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.5% | +3.2% |
| 7D | +0.6% | -3.4% | +4.0% | +0.7% |
| 30D | +9.4% | -15.1% | +24.5% | +9.8% |
| 3M | +19.3% | -10.8% | +30.1% | +19.0% |
| 6M | +47.9% | +15.7% | +32.2% | +44.1% |
| YTD | +39.6% | +80.1% | -40.6% | +33.0% |
| 1Y | +22.2% | +116.7% | -94.5% | +14.8% |
| All | +37.7% | +473.8% | -436.1% | +17.0% |
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