+3.1%
BTDR vs UMAC
+164.0%
-160.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +5.0% |
| 7D | +20.0% | -0.9% | +20.9% | +20.4% |
| 30D | +11.9% | -7.7% | +19.6% | +12.0% |
| 3M | -36.9% | -26.4% | -10.5% | -33.8% |
| 6M | +56.5% | +61.9% | -5.3% | +16.7% |
| YTD | +10.4% | +86.5% | -76.1% | -23.7% |
| 1Y | +3.1% | +156.3% | -153.2% | -28.5% |
| All | +3.1% | +164.0% | -160.9% | -28.5% |
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 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