+117.8%
BTI vs UMAC
+473.8%
-356.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -0.2% | -3.4% | +3.2% | -0.2% |
| 30D | -1.1% | -15.1% | +14.0% | -1.1% |
| 3M | -8.8% | -10.8% | +2.0% | -8.6% |
| 6M | -4.0% | +15.7% | -19.6% | -4.0% |
| YTD | +0.4% | +80.1% | -79.8% | +0.1% |
| 1Y | +1.9% | +116.7% | -114.8% | +1.5% |
| All | +117.8% | +473.8% | -356.0% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling