-41.5%
ACHR vs UAL
+136.6%
-178.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.5% |
| 7D | +4.9% | +3.5% | +1.4% | +3.0% |
| 30D | +4.3% | -16.5% | +20.7% | +13.4% |
| 3M | +1.7% | +2.8% | -1.0% | -0.4% |
| 6M | -6.9% | +17.6% | -24.4% | -15.7% |
| YTD | -22.5% | -3.2% | -19.3% | -23.4% |
| 1Y | -31.5% | +0.4% | -31.9% | -33.5% |
| 3Y | -14.4% | +128.2% | -142.6% | -46.2% |
| 5Y | -41.6% | +137.7% | -179.4% | -65.2% |
| All | -41.5% | +136.6% | -178.1% | -64.6% |
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