-8.0%
BA vs UMC
+209.4%
-217.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.5% |
| 7D | +1.2% | +5.0% | -3.8% | +0.8% |
| 30D | -11.6% | +7.7% | -19.3% | -12.2% |
| 3M | -2.4% | +1.7% | -4.0% | -3.7% |
| 6M | -6.6% | +113.9% | -120.5% | -16.3% |
| YTD | -2.2% | +168.9% | -171.1% | -17.7% |
| 1Y | -8.0% | +207.2% | -215.2% | -26.3% |
| All | -8.0% | +209.4% | -217.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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