+8.7%
BX vs UMAC
+473.8%
-465.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +4.9% | +2.6% |
| 7D | -5.6% | -3.4% | -2.2% | -5.5% |
| 30D | -12.2% | -15.1% | +2.9% | -11.9% |
| 3M | +7.4% | -10.8% | +18.2% | +7.1% |
| 6M | +22.2% | +15.7% | +6.5% | +19.4% |
| YTD | -14.0% | +80.1% | -94.2% | -17.8% |
| 1Y | -27.3% | +116.7% | -144.0% | -31.3% |
| All | +8.7% | +473.8% | -465.1% | -3.3% |
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 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