+96.5%
UAL vs A
+308.8%
-212.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +13.3% | +3.3% | +10.1% | +11.3% |
| 3M | -6.3% | +18.5% | -24.8% | -15.5% |
| 6M | +22.5% | +59.3% | -36.8% | -8.2% |
| YTD | +5.9% | +31.0% | -25.2% | -11.1% |
| 1Y | +24.7% | +19.3% | +5.4% | +10.6% |
| 3Y | +211.6% | +66.8% | +144.8% | +118.8% |
| 5Y | +130.6% | +15.5% | +115.1% | +96.0% |
| 10Y | +96.5% | +312.3% | -215.9% | -19.5% |
| All | +96.5% | +308.8% | -212.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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