+21.3%
BAC vs UAL
+132.2%
-110.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | +12.5% | -10.4% | -1.2% |
| 30D | -6.7% | +12.2% | -18.9% | -9.8% |
| 3M | -20.2% | -2.6% | -17.6% | -20.0% |
| 6M | -0.2% | +21.1% | -21.3% | -6.8% |
| YTD | -6.4% | +7.8% | -14.2% | -10.6% |
| 1Y | -3.1% | +25.4% | -28.5% | -11.6% |
| 3Y | +96.7% | +217.3% | -120.6% | +28.5% |
| 5Y | +21.3% | +132.9% | -111.6% | -18.0% |
| All | +21.3% | +132.2% | -110.9% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling