+757.4%
UMAC vs BBAI
+56.1%
+701.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | +14.7% | -1.0% | +15.7% | +15.2% |
| 30D | -0.5% | -10.7% | +10.2% | +3.8% |
| 3M | +0.5% | -32.3% | +32.8% | +17.3% |
| 6M | +57.9% | -31.3% | +89.2% | +87.4% |
| YTD | +103.9% | -45.9% | +149.9% | +162.4% |
| 1Y | +159.3% | -40.0% | +199.3% | +227.1% |
| All | +757.4% | +56.1% | +701.3% | +676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling