+219.8%
ARM vs UAL
+155.7%
+64.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.8% | +13.9% | +12.9% |
| 7D | +6.0% | +2.3% | +3.8% | +5.1% |
| 30D | -20.3% | +13.3% | -33.7% | -25.2% |
| 3M | -24.4% | -6.3% | -18.1% | -22.2% |
| 6M | -4.4% | +22.5% | -26.9% | -13.1% |
| YTD | +86.0% | +5.9% | +80.2% | +77.5% |
| 1Y | +35.8% | +24.7% | +11.1% | +20.4% |
| 3Y | +289.1% | +211.6% | +77.5% | +121.2% |
| All | +219.8% | +155.7% | +64.1% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling