+248.5%
UAL vs A
+743.4%
-494.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.5% | -2.5% |
| 7D | +5.0% | -5.2% | +10.2% | +8.7% |
| 30D | -1.2% | +1.4% | -2.7% | -2.3% |
| 3M | -16.8% | +21.9% | -38.7% | -27.7% |
| 6M | +18.0% | +46.7% | -28.7% | -10.7% |
| YTD | -1.2% | +27.2% | -28.4% | -17.9% |
| 1Y | +14.3% | +17.9% | -3.6% | -0.1% |
| 3Y | +194.6% | +61.1% | +133.4% | +100.8% |
| 5Y | +109.6% | +13.8% | +95.8% | +75.1% |
| 10Y | +93.1% | +318.8% | -225.8% | -39.8% |
| All | +248.5% | +743.4% | -494.9% | -48.8% |
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