+162.2%
ARM vs UAL
+138.7%
+23.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.6% | -8.5% | -10.9% |
| 7D | -27.1% | +5.0% | -32.1% | -29.0% |
| 30D | -44.9% | -1.2% | -43.7% | -44.7% |
| 3M | -39.3% | -16.8% | -22.5% | -34.0% |
| 6M | -20.2% | +18.0% | -38.1% | -25.9% |
| YTD | +52.5% | -1.2% | +53.7% | +50.4% |
| 1Y | +4.1% | +14.3% | -10.2% | -3.9% |
| 3Y | +211.7% | +194.6% | +17.1% | +82.2% |
| All | +162.2% | +138.7% | +23.5% | +67.4% |
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