+10.8%
UAL vs ADM
+25.5%
-14.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.6% |
| 7D | +0.7% | +3.8% | -3.1% | +2.1% |
| 30D | -16.1% | +9.8% | -25.9% | -13.0% |
| 3M | +6.1% | +2.1% | +4.0% | +8.5% |
| 6M | +10.8% | +27.5% | -16.7% | +15.2% |
| All | +10.8% | +25.5% | -14.6% | +15.2% |
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