+229.1%
UMC vs BAH
-24.1%
+253.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.3% | -0.9% |
| 7D | +11.4% | +2.4% | +8.9% | +12.4% |
| 30D | +16.8% | -2.9% | +19.7% | +16.0% |
| 3M | +19.1% | -1.3% | +20.4% | +23.9% |
| 6M | +137.4% | -0.9% | +138.3% | +147.8% |
| YTD | +186.4% | -8.2% | +194.6% | +183.5% |
| 1Y | +229.1% | -24.0% | +253.1% | +222.5% |
| All | +229.1% | -24.1% | +253.2% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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