+79.0%
BAC vs UAL
+239.3%
-160.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +0.9% | -2.2% |
| 7D | -2.7% | +5.0% | -7.7% | -4.3% |
| 30D | -8.0% | -1.2% | -6.8% | -7.9% |
| 3M | -20.9% | -16.8% | -4.2% | -16.7% |
| 6M | -5.4% | +18.0% | -23.3% | -11.8% |
| YTD | -8.1% | -1.2% | -6.9% | -10.5% |
| 1Y | -3.1% | +14.3% | -17.4% | -10.2% |
| 3Y | +88.1% | +194.6% | -106.4% | +20.9% |
| 5Y | +19.7% | +109.6% | -89.9% | -18.4% |
| 10Y | +275.9% | +93.1% | +182.8% | +126.5% |
| All | +79.0% | +239.3% | -160.3% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling