+48.7%
BP vs UMAC
+195.7%
-147.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.3% |
| 7D | +2.5% | +10.1% | -7.6% | +2.4% |
| 30D | -5.6% | -39.1% | +33.6% | -5.2% |
| 3M | +8.0% | -56.2% | +64.3% | +8.7% |
| 6M | +5.7% | -16.2% | +21.9% | +4.9% |
| YTD | +36.8% | -7.1% | +44.0% | +35.2% |
| 1Y | +30.7% | +10.3% | +20.5% | +28.8% |
| All | +48.7% | +195.7% | -147.0% | +46.8% |
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