+757.4%
UMAC vs BB
+188.3%
+569.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.2% |
| 7D | +14.7% | +0.5% | +14.2% | +14.4% |
| 30D | -0.5% | -12.4% | +11.9% | +6.7% |
| 3M | +0.5% | -15.3% | +15.8% | +8.5% |
| 6M | +57.9% | +128.8% | -70.8% | +6.3% |
| YTD | +103.9% | +107.7% | -3.7% | +43.2% |
| 1Y | +159.3% | +103.9% | +55.4% | +83.1% |
| All | +757.4% | +188.3% | +569.1% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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