+40.9%
BTDR vs UMAC
+508.0%
-467.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -1.5% |
| 7D | +14.8% | +3.3% | +11.5% | +14.1% |
| 30D | +41.8% | -10.4% | +52.2% | +43.3% |
| 3M | -29.2% | +1.8% | -30.9% | -30.5% |
| 6M | +66.2% | +40.7% | +25.4% | +48.9% |
| YTD | +10.0% | +90.9% | -80.9% | -6.9% |
| 1Y | -11.0% | +151.8% | -162.7% | -28.4% |
| All | +40.9% | +508.0% | -467.1% | -2.2% |
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