+233.0%
BAC vs UAL
+97.8%
+135.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -1.9% | +2.3% | -4.1% | -2.6% |
| 30D | -7.2% | +13.3% | -20.5% | -11.0% |
| 3M | -20.4% | -6.3% | -14.1% | -19.3% |
| 6M | +1.3% | +22.5% | -21.2% | -6.8% |
| YTD | -6.4% | +5.9% | -12.3% | -10.9% |
| 1Y | -3.5% | +24.7% | -28.2% | -13.1% |
| 3Y | +96.7% | +211.6% | -114.9% | +22.2% |
| 5Y | +20.6% | +130.6% | -110.0% | -21.5% |
| 10Y | +233.0% | +96.5% | +136.6% | +106.2% |
| All | +233.0% | +97.8% | +135.3% | +106.2% |
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