+263.2%
BAC vs UAL
+94.5%
+168.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | -1.2% | +8.2% | -9.3% | -3.7% |
| 30D | -7.7% | +2.3% | -10.0% | -8.6% |
| 3M | -21.2% | -12.7% | -8.5% | -18.2% |
| 6M | -6.8% | +12.7% | -19.5% | -11.9% |
| YTD | -8.7% | +0.8% | -9.5% | -11.7% |
| 1Y | -5.3% | +17.8% | -23.1% | -13.1% |
| 3Y | +87.4% | +206.7% | -119.2% | +16.9% |
| 5Y | +18.9% | +113.9% | -95.0% | -20.7% |
| All | +263.2% | +94.5% | +168.7% | +133.7% |
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 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