+115.0%
UMC vs BIYA
-98.4%
+213.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.1% |
| 7D | -14.7% | -4.0% | -10.6% | -14.7% |
| 30D | -32.9% | -15.0% | -17.9% | -32.8% |
| 3M | -22.2% | -58.1% | +35.9% | -23.3% |
| 6M | +25.9% | -90.0% | +115.9% | +24.4% |
| YTD | +107.9% | -96.9% | +204.8% | +102.8% |
| 1Y | +115.0% | -98.2% | +213.2% | +107.8% |
| All | +115.0% | -98.4% | +213.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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