+76.8%
UAL vs A
+300.7%
-223.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -4.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +7.8% | +0.8% | +6.9% | +7.4% |
| 3M | -11.1% | +16.9% | -28.0% | -19.1% |
| 6M | +16.1% | +53.8% | -37.7% | -11.2% |
| YTD | -0.5% | +28.1% | -28.6% | -15.3% |
| 1Y | +11.3% | +15.0% | -3.8% | +0.9% |
| 3Y | +192.8% | +63.1% | +129.7% | +108.2% |
| 5Y | +123.3% | +11.5% | +111.8% | +93.9% |
| All | +76.8% | +300.7% | -223.9% | -30.2% |
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