+248.5%
UAL vs ADM
+288.0%
-39.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.3% |
| 7D | +5.0% | -7.5% | +12.5% | +9.1% |
| 30D | -1.2% | -14.3% | +13.0% | +6.4% |
| 3M | -16.8% | -8.6% | -8.2% | -14.0% |
| 6M | +18.0% | -9.9% | +27.8% | +21.4% |
| YTD | -1.2% | +25.1% | -26.3% | -15.8% |
| 1Y | +14.3% | +28.8% | -14.5% | -4.4% |
| 3Y | +194.6% | +6.9% | +187.7% | +157.5% |
| 5Y | +109.6% | +25.9% | +83.8% | +60.7% |
| 10Y | +93.1% | +101.7% | -8.6% | +14.7% |
| All | +248.5% | +288.0% | -39.5% | +45.1% |
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