+255.6%
UAL vs A
+758.0%
-502.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.9% |
| 7D | +8.2% | -0.1% | +8.2% | +8.2% |
| 30D | +2.3% | +3.4% | -1.0% | 0.0% |
| 3M | -12.7% | +23.8% | -36.5% | -24.9% |
| 6M | +12.7% | +49.0% | -36.3% | -15.6% |
| YTD | +0.8% | +29.4% | -28.6% | -17.2% |
| 1Y | +17.8% | +19.4% | -1.6% | +2.1% |
| 3Y | +206.7% | +66.2% | +140.5% | +104.7% |
| 5Y | +113.9% | +15.8% | +98.1% | +76.6% |
| 10Y | +97.0% | +326.1% | -229.1% | -39.3% |
| All | +255.6% | +758.0% | -502.4% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling