+120.4%
UMC vs BAH
+5.1%
+115.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.4% |
| 7D | +11.2% | +1.7% | +9.5% | +12.0% |
| 30D | -28.0% | +20.8% | -48.8% | -21.9% |
| 3M | -20.5% | +11.6% | -32.1% | -15.7% |
| 6M | -1.6% | +23.1% | -24.7% | +13.0% |
| YTD | +99.4% | +5.3% | +94.1% | +108.2% |
| 1Y | +120.4% | +6.1% | +114.3% | +132.6% |
| All | +120.4% | +5.1% | +115.3% | +132.6% |
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