+0.4%
BA vs UMC
+127.9%
-127.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.3% |
| 7D | +1.2% | +5.0% | -3.8% | -0.1% |
| 30D | -11.6% | +7.7% | -19.3% | -13.4% |
| 3M | -2.4% | +1.7% | -4.0% | -5.5% |
| 6M | -6.6% | +113.9% | -120.5% | -29.7% |
| YTD | -2.2% | +168.9% | -171.1% | -33.7% |
| 1Y | -8.0% | +207.2% | -215.2% | -40.9% |
| 3Y | -5.0% | +227.7% | -232.7% | -42.3% |
| All | +0.4% | +127.9% | -127.5% | -35.6% |
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