+251.7%
BAC vs UAL
+106.7%
+145.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +0.2% |
| 7D | +2.0% | +10.2% | -8.2% | -1.2% |
| 30D | -6.9% | +12.0% | -19.0% | -10.4% |
| 3M | -19.6% | -7.1% | -12.5% | -18.2% |
| 6M | -0.5% | +20.9% | -21.4% | -8.0% |
| YTD | -6.6% | +7.7% | -14.3% | -11.5% |
| 1Y | -3.0% | +23.6% | -26.5% | -12.3% |
| 3Y | +97.3% | +222.6% | -125.3% | +21.2% |
| 5Y | +21.9% | +127.9% | -106.1% | -20.3% |
| 10Y | +251.7% | +100.2% | +151.5% | +123.4% |
| All | +251.7% | +106.7% | +145.0% | +123.4% |
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