+1,344.7%
UMC vs BAH
+886.2%
+458.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.0% | +4.7% |
| 7D | +5.0% | -3.2% | +8.2% | +5.3% |
| 30D | +7.7% | +2.0% | +5.7% | +7.3% |
| 3M | +1.7% | -7.6% | +9.3% | +2.3% |
| 6M | +113.9% | -5.7% | +119.6% | +114.2% |
| YTD | +168.9% | -11.7% | +180.6% | +169.0% |
| 1Y | +207.2% | -27.4% | +234.6% | +216.1% |
| 3Y | +227.7% | -32.5% | +260.2% | +232.2% |
| 5Y | +118.0% | -3.3% | +121.4% | +103.6% |
| 10Y | +1,682.1% | +186.0% | +1,496.1% | +1,227.9% |
| All | +1,344.7% | +886.2% | +458.5% | +658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling