-51.8%
ACHR vs UAL
+163.1%
-214.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.8% | +1.6% | +5.0% |
| 7D | +15.3% | +10.2% | +5.1% | +10.1% |
| 30D | -3.0% | +12.0% | -15.0% | -8.3% |
| 3M | -14.0% | -7.1% | -6.9% | -11.2% |
| 6M | -25.8% | +20.9% | -46.7% | -33.3% |
| YTD | -36.0% | +7.7% | -43.7% | -40.0% |
| 1Y | -41.2% | +23.6% | -64.8% | -48.5% |
| 3Y | -8.6% | +222.6% | -231.1% | -51.1% |
| 5Y | -20.6% | +127.9% | -148.6% | -54.8% |
| All | -51.8% | +163.1% | -214.9% | -72.3% |
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