-10.1%
BA vs UMC
+107.6%
-117.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | +1.1% | -17.0% | +18.0% | +3.5% |
| 30D | -7.9% | -40.6% | +32.7% | -1.3% |
| 3M | -25.3% | -27.9% | +2.5% | -22.6% |
| 6M | -24.6% | -7.5% | -17.1% | -27.4% |
| YTD | -20.1% | +79.3% | -99.4% | -36.2% |
| 1Y | -11.8% | +92.8% | -104.6% | -31.1% |
| 3Y | -10.1% | +108.2% | -118.3% | -31.0% |
| All | -10.1% | +107.6% | -117.7% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling