+27.5%
UAL vs ADM
+29.8%
-2.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.6% | +8.1% |
| 7D | +11.9% | -8.3% | +20.2% | +9.2% |
| 30D | +5.2% | -14.1% | +19.3% | +0.8% |
| 3M | -12.7% | -10.7% | -2.0% | -15.1% |
| 6M | +28.5% | -5.9% | +34.4% | +26.4% |
| YTD | +3.5% | +25.8% | -22.2% | +7.8% |
| 1Y | +27.5% | +21.3% | +6.3% | +31.4% |
| All | +27.5% | +29.8% | -2.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling