+100.2%
UAL vs A
+328.7%
-228.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.0% |
| 7D | +10.2% | +4.8% | +5.4% | +7.4% |
| 30D | +12.0% | +5.6% | +6.4% | +8.5% |
| 3M | -7.1% | +23.6% | -30.7% | -18.2% |
| 6M | +20.9% | +56.4% | -35.5% | -8.3% |
| YTD | +7.7% | +33.4% | -25.7% | -10.5% |
| 1Y | +23.6% | +23.7% | -0.1% | +7.3% |
| 3Y | +222.6% | +71.0% | +151.6% | +123.4% |
| 5Y | +127.9% | +16.8% | +111.1% | +92.6% |
| 10Y | +100.2% | +323.8% | -223.6% | -17.6% |
| All | +100.2% | +328.7% | -228.5% | -17.6% |
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