+107.5%
UAL vs A
+246.7%
-139.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | +0.7% | -1.9% | +2.6% | +1.9% |
| 30D | -16.1% | +6.9% | -23.0% | -19.6% |
| 3M | +6.1% | +9.2% | -3.1% | +0.3% |
| 6M | +10.8% | +25.7% | -14.8% | -4.2% |
| YTD | -0.4% | +11.5% | -11.9% | -7.9% |
| 1Y | +5.0% | +18.4% | -13.3% | -7.1% |
| 3Y | +124.0% | +26.6% | +97.4% | +85.3% |
| 5Y | +141.0% | -12.8% | +153.8% | +141.8% |
| All | +107.5% | +246.7% | -139.2% | -7.6% |
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