-99.8%
BIYA vs UMAC
+279.3%
-379.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -0.2% |
| 7D | +2.7% | +14.7% | -12.0% | +2.4% |
| 30D | -18.7% | -0.5% | -18.2% | -18.8% |
| 3M | -72.0% | +0.5% | -72.5% | -72.4% |
| 6M | -86.4% | +57.9% | -144.3% | -86.3% |
| YTD | -94.2% | +103.9% | -198.1% | -94.0% |
| 1Y | -98.4% | +159.3% | -257.7% | -98.4% |
| All | -99.8% | +279.3% | -379.1% | -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 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