+194.0%
UAL vs AG
+445.6%
-251.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | -16.1% | +19.2% | -35.3% | -17.7% |
| 3M | +6.1% | +6.2% | 0.0% | +5.0% |
| 6M | +10.8% | -26.7% | +37.5% | +13.2% |
| YTD | -0.4% | +26.1% | -26.5% | -4.0% |
| 1Y | +5.0% | +131.7% | -126.6% | -5.0% |
| 3Y | +124.0% | +255.3% | -131.3% | +89.2% |
| 5Y | +141.0% | +61.9% | +79.0% | +113.1% |
| 10Y | +118.0% | +72.0% | +46.0% | +80.9% |
| All | +194.0% | +445.6% | -251.6% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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