-99.9%
BIYA vs UMAC
+64.7%
-164.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.2% |
| 7D | +9.0% | -5.2% | +14.2% | +9.1% |
| 30D | -12.9% | -36.4% | +23.4% | -11.8% |
| 3M | -54.7% | -58.6% | +3.9% | -53.6% |
| 6M | -85.1% | -24.6% | -60.4% | -84.6% |
| YTD | -96.9% | -11.5% | -85.4% | -96.7% |
| 1Y | -98.5% | +16.9% | -115.4% | -98.4% |
| All | -99.9% | +64.7% | -164.6% | -99.9% |
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