+279.7%
UAL vs BAX
+97.3%
+182.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.6% |
| 7D | +10.2% | +9.0% | +1.2% | +5.6% |
| 30D | +12.0% | +8.5% | +3.6% | +7.1% |
| 3M | -7.1% | -4.1% | -3.0% | -5.7% |
| 6M | +20.9% | +46.9% | -26.0% | -2.0% |
| YTD | +7.7% | +38.4% | -30.7% | -11.4% |
| 1Y | +23.6% | +47.0% | -23.4% | -1.6% |
| 3Y | +222.6% | -14.9% | +237.5% | +222.8% |
| 5Y | +127.9% | -62.5% | +190.5% | +246.3% |
| 10Y | +100.2% | -33.9% | +134.1% | +82.3% |
| All | +279.7% | +97.3% | +182.5% | +84.3% |
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 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