+657.4%
UMAC vs BTG
+135.1%
+522.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | -3.4% | -3.8% | +0.3% | -2.0% |
| 30D | -15.1% | +3.6% | -18.7% | -16.9% |
| 3M | -10.8% | +32.0% | -42.8% | -21.9% |
| 6M | +15.7% | +3.4% | +12.3% | +11.2% |
| YTD | +80.1% | +20.8% | +59.4% | +63.0% |
| 1Y | +116.7% | +22.4% | +94.3% | +91.8% |
| All | +657.4% | +135.1% | +522.3% | +433.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling