+217.6%
BAC vs UAL
+80.6%
+137.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.6% |
| 7D | +3.2% | -3.0% | +6.3% | +4.1% |
| 30D | -0.7% | +10.5% | -11.2% | -4.1% |
| 3M | -20.0% | -13.5% | -6.5% | -16.8% |
| 6M | +3.4% | +14.2% | -10.8% | -2.8% |
| YTD | -5.7% | -2.2% | -3.5% | -8.0% |
| 1Y | -1.4% | +12.5% | -13.9% | -8.3% |
| 3Y | +97.9% | +186.8% | -88.9% | +26.3% |
| 5Y | +22.9% | +119.4% | -96.4% | -18.8% |
| All | +217.6% | +80.6% | +137.1% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling