+116.7%
UMAC vs BTG
+25.2%
+91.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.7% |
| 7D | -3.4% | -3.8% | +0.3% | -1.6% |
| 30D | -15.1% | +3.6% | -18.7% | -17.5% |
| 3M | -10.8% | +32.0% | -42.8% | -25.8% |
| 6M | +15.7% | +3.4% | +12.3% | +9.2% |
| YTD | +80.1% | +20.8% | +59.4% | +51.2% |
| 1Y | +116.7% | +22.4% | +94.3% | +52.8% |
| All | +116.7% | +25.2% | +91.5% | +52.8% |
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