+249.7%
BA vs UAL
+255.5%
-5.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.8% | +0.1% |
| 7D | +5.9% | +11.9% | -6.0% | +2.9% |
| 30D | -8.2% | +5.2% | -13.4% | -9.6% |
| 3M | -25.4% | -12.7% | -12.7% | -23.1% |
| 6M | -20.0% | +28.5% | -48.5% | -25.4% |
| YTD | -18.5% | +3.5% | -22.0% | -20.6% |
| 1Y | -10.6% | +27.5% | -38.2% | -17.5% |
| 3Y | -9.3% | +208.6% | -217.9% | -35.3% |
| 5Y | -16.9% | +135.6% | -152.5% | -37.7% |
| 10Y | +37.9% | +102.3% | -64.4% | +2.7% |
| All | +249.7% | +255.5% | -5.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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