+174.6%
ARM vs UAL
+143.6%
+31.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.8% |
| 7D | -15.2% | +8.2% | -23.4% | -18.6% |
| 30D | -40.7% | +2.3% | -43.0% | -41.4% |
| 3M | -39.1% | -12.7% | -26.4% | -35.2% |
| 6M | -26.4% | +12.7% | -39.1% | -30.5% |
| YTD | +59.7% | +0.8% | +58.9% | +56.1% |
| 1Y | +10.3% | +17.8% | -7.4% | +0.5% |
| 3Y | +228.9% | +206.7% | +22.2% | +88.8% |
| All | +174.6% | +143.6% | +31.1% | +73.7% |
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 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