+50.3%
UMAC vs BBAI
-29.8%
+80.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | +14.7% | -1.0% | +15.7% | +16.3% |
| 30D | -0.5% | -10.7% | +10.2% | +14.9% |
| 3M | +0.5% | -32.3% | +32.8% | +69.3% |
| All | +50.3% | -29.8% | +80.2% | +161.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling