+34.3%
ARM vs UAL
+16.4%
+17.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.3% | +1.7% |
| 7D | +19.8% | +0.7% | +19.1% | +19.0% |
| 30D | -21.8% | +7.8% | -29.5% | -25.6% |
| 3M | -26.5% | -11.1% | -15.4% | -21.8% |
| 6M | -3.9% | +16.1% | -20.0% | -12.4% |
| YTD | +82.8% | -0.5% | +83.3% | +67.8% |
| 1Y | +34.3% | +11.3% | +23.0% | +20.5% |
| All | +34.3% | +16.4% | +17.9% | +20.5% |
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