+156.3%
UMAC vs BBAI
-40.5%
+196.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -1.3% |
| 7D | -0.9% | -4.3% | +3.3% | +2.8% |
| 30D | -7.7% | -3.6% | -4.0% | -4.7% |
| 3M | -26.4% | -38.8% | +12.3% | +14.0% |
| 6M | +61.9% | -23.8% | +85.6% | +118.4% |
| YTD | +86.5% | -45.9% | +132.4% | +218.3% |
| 1Y | +156.3% | -40.8% | +197.1% | +367.3% |
| All | +156.3% | -40.5% | +196.8% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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