-66.5%
BLDR vs UMAC
+549.5%
-616.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.3% | -14.2% | -5.3% |
| 7D | -0.3% | +14.7% | -15.0% | -0.9% |
| 30D | -16.2% | -0.5% | -15.7% | -16.5% |
| 3M | -14.4% | +0.5% | -14.9% | -15.1% |
| 6M | -32.8% | +57.9% | -90.7% | -35.5% |
| YTD | -39.2% | +103.9% | -143.1% | -42.6% |
| 1Y | -57.7% | +159.3% | -217.0% | -60.7% |
| All | -66.5% | +549.5% | -616.0% | -74.1% |
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 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