+255.6%
UAL vs ADM
+285.3%
-29.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -9.0% | +17.2% | +13.3% |
| 30D | +2.3% | -14.0% | +16.3% | +10.0% |
| 3M | -12.7% | -9.2% | -3.5% | -9.5% |
| 6M | +12.7% | -9.2% | +21.8% | +15.5% |
| YTD | +0.8% | +24.2% | -23.4% | -13.8% |
| 1Y | +17.8% | +27.0% | -9.2% | -0.8% |
| 3Y | +206.7% | +6.6% | +200.1% | +168.3% |
| 5Y | +113.9% | +25.0% | +88.9% | +64.6% |
| 10Y | +97.0% | +100.2% | -3.3% | +17.4% |
| All | +255.6% | +285.3% | -29.7% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling