+7.9%
UMAC vs BBAI
-56.6%
+64.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.2% | -12.1% | -12.0% |
| 7D | -26.0% | +4.1% | -30.1% | -29.3% |
| 30D | -40.3% | -1.9% | -38.4% | -40.1% |
| 3M | -51.1% | -18.7% | -32.4% | -41.6% |
| 6M | -5.6% | -38.6% | +33.0% | +56.9% |
| YTD | +2.3% | -52.6% | +54.9% | +104.9% |
| 1Y | +7.9% | -55.3% | +63.2% | +120.3% |
| All | +7.9% | -56.6% | +64.5% | +120.3% |
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