+251.3%
UAL vs BAX
+92.9%
+158.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | +0.7% | -1.1% | +1.9% | +1.3% |
| 30D | -16.1% | -5.5% | -10.7% | -13.8% |
| 3M | +6.1% | +33.5% | -27.4% | -9.0% |
| 6M | +10.8% | +35.9% | -25.0% | -6.1% |
| YTD | -0.4% | +35.4% | -35.7% | -16.7% |
| 1Y | +5.0% | +9.8% | -4.7% | -3.4% |
| 3Y | +124.0% | -32.7% | +156.7% | +153.9% |
| 5Y | +141.0% | -65.6% | +206.5% | +285.5% |
| 10Y | +118.0% | -34.9% | +152.9% | +100.2% |
| All | +251.3% | +92.9% | +158.4% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling