+86.1%
ARM vs UAL
+5.0%
+81.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +2.6% |
| 7D | +5.5% | +0.7% | +4.7% | +5.0% |
| 30D | -8.2% | -16.1% | +7.9% | +0.6% |
| 3M | -35.9% | +6.1% | -42.1% | -37.8% |
| 6M | +103.1% | +10.8% | +92.3% | +86.7% |
| YTD | +130.6% | -0.4% | +131.0% | +117.1% |
| 1Y | +86.1% | +5.0% | +81.0% | +69.3% |
| All | +86.1% | +5.0% | +81.1% | +69.3% |
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 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