+107.5%
UAL vs ADM
+159.6%
-52.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +3.8% | -3.1% | -1.4% |
| 30D | -16.1% | +9.8% | -25.9% | -20.6% |
| 3M | +6.1% | +2.1% | +4.0% | +3.6% |
| 6M | +10.8% | +27.5% | -16.7% | -5.9% |
| YTD | -0.4% | +50.2% | -50.6% | -23.7% |
| 1Y | +5.0% | +40.6% | -35.6% | -17.2% |
| 3Y | +124.0% | +17.2% | +106.8% | +89.0% |
| 5Y | +141.0% | +61.9% | +79.1% | +42.5% |
| All | +107.5% | +159.6% | -52.1% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling