+473.7%
BA vs UMC
+259.6%
+214.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.2% |
| 7D | +1.2% | +5.0% | -3.8% | 0.0% |
| 30D | -11.6% | +7.7% | -19.3% | -13.3% |
| 3M | -2.4% | +1.7% | -4.0% | -4.8% |
| 6M | -6.6% | +113.9% | -120.5% | -24.4% |
| YTD | -2.2% | +168.9% | -171.1% | -25.8% |
| 1Y | -8.0% | +207.2% | -215.2% | -32.5% |
| 3Y | -5.0% | +227.7% | -232.7% | -32.3% |
| 5Y | -2.7% | +118.0% | -120.8% | -25.2% |
| 10Y | +75.9% | +1,682.1% | -1,606.2% | -19.6% |
| All | +473.7% | +259.6% | +214.1% | +154.8% |
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