-52.8%
ACHR vs UAL
+163.5%
-216.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +14.0% | +12.5% | +1.6% | +7.7% |
| 30D | -5.0% | +12.2% | -17.2% | -10.2% |
| 3M | -24.8% | -2.6% | -22.2% | -23.9% |
| 6M | -27.3% | +21.1% | -48.4% | -34.8% |
| YTD | -37.4% | +7.8% | -45.2% | -41.3% |
| 1Y | -44.3% | +25.4% | -69.7% | -51.5% |
| 3Y | -5.2% | +217.3% | -222.6% | -48.9% |
| 5Y | -20.8% | +132.9% | -153.7% | -55.0% |
| All | -52.8% | +163.5% | -216.3% | -72.9% |
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