+237.7%
BAC vs UAL
+99.5%
+138.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | +12.5% | -10.4% | -1.7% |
| 30D | -6.7% | +12.2% | -18.9% | -10.3% |
| 3M | -20.2% | -2.6% | -17.6% | -20.0% |
| 6M | -0.2% | +21.1% | -21.3% | -7.8% |
| YTD | -6.4% | +7.8% | -14.2% | -11.3% |
| 1Y | -3.1% | +25.4% | -28.5% | -12.9% |
| 3Y | +96.7% | +217.3% | -120.6% | +21.6% |
| 5Y | +21.3% | +132.9% | -111.6% | -21.3% |
| 10Y | +237.7% | +101.1% | +136.6% | +112.4% |
| All | +237.7% | +99.5% | +138.2% | +112.4% |
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