+19.3%
ARM vs UAL
+22.8%
-3.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.0% | -13.3% | -9.6% |
| 7D | -18.7% | +11.9% | -30.6% | -24.2% |
| 30D | -36.7% | +5.2% | -41.9% | -38.8% |
| 3M | -31.6% | -12.7% | -18.9% | -27.0% |
| 6M | -5.6% | +28.5% | -34.2% | -17.3% |
| YTD | +75.5% | +3.5% | +71.9% | +58.2% |
| 1Y | +19.3% | +27.5% | -8.2% | +3.7% |
| All | +19.3% | +22.8% | -3.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling