-5.3%
BRO vs UMAC
+2.9%
-8.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -10.9% | +15.3% | +3.9% |
| 7D | +12.4% | -26.0% | +38.5% | +11.0% |
| 30D | +21.6% | -40.3% | +61.9% | +19.2% |
| 3M | +4.3% | -51.1% | +55.5% | +2.0% |
| 6M | +29.2% | -5.6% | +34.8% | +29.4% |
| YTD | -6.4% | +2.3% | -8.6% | -5.8% |
| 1Y | -5.3% | +7.9% | -13.2% | -4.3% |
| All | -5.3% | +2.9% | -8.2% | -4.3% |
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