+206.7%
UAL vs BAH
-26.3%
+233.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.5% | +2.4% |
| 7D | +8.2% | -3.5% | +11.7% | +8.4% |
| 30D | +2.3% | +24.3% | -21.9% | +0.7% |
| 3M | -12.7% | +16.3% | -29.0% | -13.8% |
| 6M | +12.7% | +13.6% | -0.9% | +11.6% |
| YTD | +0.8% | +3.5% | -2.7% | +0.5% |
| 1Y | +17.8% | +2.7% | +15.1% | +17.2% |
| 3Y | +206.7% | -26.6% | +233.3% | +211.0% |
| All | +206.7% | -26.3% | +233.0% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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