+12.7%
UAL vs ADM
-10.4%
+23.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +1.8% |
| 7D | +8.2% | -9.0% | +17.2% | +3.9% |
| 30D | +2.3% | -14.0% | +16.3% | -4.0% |
| 3M | -12.7% | -9.2% | -3.5% | -15.1% |
| 6M | +12.7% | -9.2% | +21.8% | +9.8% |
| All | +12.7% | -10.4% | +23.1% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling