+7.9%
UMAC vs BTG
+24.4%
-16.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +8.7% | -19.6% | -15.9% |
| 7D | -26.0% | -0.2% | -25.9% | -26.5% |
| 30D | -40.3% | -0.8% | -39.5% | -40.6% |
| 3M | -51.1% | +31.8% | -83.0% | -61.0% |
| 6M | -5.6% | +20.4% | -26.1% | -18.9% |
| YTD | +2.3% | +14.7% | -12.4% | -22.4% |
| 1Y | +7.9% | +29.4% | -21.5% | -29.0% |
| All | +7.9% | +24.4% | -16.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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