+116.7%
UMAC vs BBAI
-39.3%
+156.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.2% | -4.0% |
| 7D | -3.4% | -1.7% | -1.7% | -1.9% |
| 30D | -15.1% | -12.0% | -3.1% | -4.8% |
| 3M | -10.8% | -30.7% | +19.9% | +24.2% |
| 6M | +15.7% | -30.7% | +46.4% | +67.1% |
| YTD | +80.1% | -46.9% | +127.0% | +212.2% |
| 1Y | +116.7% | -41.1% | +157.8% | +304.0% |
| All | +116.7% | -39.3% | +156.0% | +304.0% |
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