+215.8%
BNY vs UMAC
+473.8%
-258.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -0.2% | -15.1% | +14.9% | 0.0% |
| 3M | +14.9% | -10.8% | +25.7% | +14.7% |
| 6M | +40.0% | +15.7% | +24.3% | +38.1% |
| YTD | +42.0% | +80.1% | -38.2% | +38.6% |
| 1Y | +56.9% | +116.7% | -59.9% | +52.1% |
| All | +215.8% | +473.8% | -258.0% | +203.5% |
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