+221.0%
UMC vs BBAI
-70.8%
+291.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +6.6% | -1.0% | +7.6% | +6.6% |
| 30D | +16.6% | -10.7% | +27.3% | +16.8% |
| 3M | +11.0% | -32.3% | +43.3% | +11.9% |
| 6M | +131.3% | -31.3% | +162.6% | +132.9% |
| YTD | +182.5% | -45.9% | +228.4% | +185.5% |
| 1Y | +222.3% | -40.0% | +262.3% | +224.4% |
| 3Y | +253.0% | +72.8% | +180.3% | +242.6% |
| 5Y | +141.8% | -70.4% | +212.2% | +167.0% |
| All | +221.0% | -70.8% | +291.8% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling