-36.7%
BLDR vs UMAC
+2.9%
-39.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -10.9% | +20.1% | +9.4% |
| 7D | +24.4% | -26.0% | +50.4% | +25.1% |
| 30D | +24.9% | -40.3% | +65.2% | +26.5% |
| 3M | -7.8% | -51.1% | +43.4% | -6.4% |
| 6M | -5.8% | -5.6% | -0.1% | -8.2% |
| YTD | -32.5% | +2.3% | -34.7% | -35.3% |
| 1Y | -36.7% | +7.9% | -44.6% | -39.1% |
| All | -36.7% | +2.9% | -39.6% | -39.1% |
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