+368.6%
BA vs UMC
+160.4%
+208.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | 0.0% | -8.3% | +8.3% | +1.5% |
| 30D | -8.9% | -34.5% | +25.6% | -0.6% |
| 3M | -25.5% | -20.0% | -5.6% | -22.8% |
| 6M | -27.0% | -0.7% | -26.2% | -29.8% |
| YTD | -20.1% | +94.7% | -114.9% | -35.7% |
| 1Y | -11.0% | +106.0% | -117.0% | -29.3% |
| 3Y | -11.8% | +124.3% | -136.1% | -32.3% |
| 5Y | -20.6% | +78.0% | -98.6% | -36.7% |
| 10Y | +26.6% | +1,225.9% | -1,199.3% | -38.9% |
| All | +368.6% | +160.4% | +208.2% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling