+233.1%
UMC vs BBAI
-71.3%
+304.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.3% |
| 7D | +9.0% | -1.7% | +10.7% | +9.0% |
| 30D | +17.2% | -12.0% | +29.2% | +17.6% |
| 3M | +11.4% | -30.7% | +42.1% | +12.3% |
| 6M | +137.5% | -30.7% | +168.2% | +139.2% |
| YTD | +193.1% | -46.9% | +240.0% | +196.3% |
| 1Y | +240.3% | -41.1% | +281.4% | +242.7% |
| 3Y | +262.2% | +65.9% | +196.3% | +251.7% |
| 5Y | +143.1% | -70.9% | +214.0% | +168.5% |
| All | +233.1% | -71.3% | +304.4% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling