-12.8%
BKNG vs UMAC
+164.0%
-176.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -1.0% |
| 7D | -6.0% | -0.9% | -5.1% | -6.0% |
| 30D | -6.6% | -7.7% | +1.0% | -6.6% |
| 3M | +15.7% | -26.4% | +42.1% | +16.3% |
| 6M | +14.1% | +61.9% | -47.7% | +14.8% |
| YTD | -9.3% | +86.5% | -95.8% | -9.8% |
| 1Y | -12.8% | +156.3% | -169.1% | -12.6% |
| All | -12.8% | +164.0% | -176.8% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling