+676.6%
UMAC vs BBAI
+50.8%
+625.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | -4.0% | -5.4% | +1.4% | -2.0% |
| 30D | -9.4% | -15.3% | +5.9% | -3.5% |
| 3M | +3.0% | -29.9% | +32.8% | +18.9% |
| 6M | +27.2% | -30.7% | +57.9% | +51.2% |
| YTD | +84.7% | -47.8% | +132.5% | +140.9% |
| 1Y | +136.5% | -40.4% | +176.9% | +200.3% |
| All | +676.6% | +50.8% | +625.8% | +612.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling