+112.3%
UAL vs A
+15.4%
+96.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.1% |
| 7D | +8.2% | -0.1% | +8.2% | +8.2% |
| 30D | +2.3% | +3.4% | -1.0% | +0.4% |
| 3M | -12.7% | +23.8% | -36.5% | -23.0% |
| 6M | +12.7% | +49.0% | -36.3% | -11.4% |
| YTD | +0.8% | +29.4% | -28.6% | -14.2% |
| 1Y | +17.8% | +19.4% | -1.6% | +5.0% |
| 3Y | +206.7% | +66.2% | +140.5% | +116.3% |
| All | +112.3% | +15.4% | +96.9% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling