+139.2%
UAL vs BAX
-65.4%
+204.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | +0.7% | -1.1% | +1.9% | +1.2% |
| 30D | -16.1% | -5.5% | -10.7% | -14.4% |
| 3M | +6.1% | +33.5% | -27.4% | -4.9% |
| 6M | +10.8% | +35.9% | -25.0% | -1.6% |
| YTD | -0.4% | +35.4% | -35.7% | -12.2% |
| 1Y | +5.0% | +9.8% | -4.7% | -1.3% |
| 3Y | +124.0% | -32.7% | +156.7% | +142.8% |
| All | +139.2% | -65.4% | +204.6% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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