-99.8%
BIYA vs UMAC
+235.0%
-334.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | -1.8% | -3.4% | +1.6% | -1.7% |
| 30D | -17.5% | -15.1% | -2.4% | -17.3% |
| 3M | -78.0% | -10.8% | -67.2% | -78.4% |
| 6M | -89.5% | +15.7% | -105.2% | -89.4% |
| YTD | -94.3% | +80.1% | -174.4% | -94.1% |
| 1Y | -98.6% | +116.7% | -215.3% | -98.5% |
| All | -99.8% | +235.0% | -334.8% | -99.8% |
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