-22.1%
BA vs UMC
+64.2%
-86.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.3% |
| 7D | +1.1% | -17.0% | +18.0% | +5.2% |
| 30D | -7.9% | -40.6% | +32.7% | +3.5% |
| 3M | -25.3% | -27.9% | +2.5% | -20.6% |
| 6M | -24.6% | -7.5% | -17.1% | -28.6% |
| YTD | -20.1% | +79.3% | -99.4% | -41.6% |
| 1Y | -11.8% | +92.8% | -104.6% | -37.3% |
| 3Y | -10.1% | +108.2% | -118.3% | -40.1% |
| All | -22.1% | +64.2% | -86.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling