+191.7%
UAL vs AG
+287.4%
-95.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.3% | -4.2% |
| 7D | +5.0% | -2.9% | +7.9% | +5.3% |
| 30D | -1.2% | -15.1% | +13.9% | +0.3% |
| 3M | -16.8% | -15.4% | -1.4% | -15.6% |
| 6M | +18.0% | -21.9% | +39.9% | +20.1% |
| YTD | -1.2% | -10.4% | +9.3% | -1.6% |
| 1Y | +14.3% | +39.8% | -25.5% | +9.1% |
| 3Y | +194.6% | +209.5% | -15.0% | +153.1% |
| 5Y | +109.6% | +12.5% | +97.1% | +92.1% |
| 10Y | +93.1% | +79.5% | +13.6% | +61.4% |
| All | +191.7% | +287.4% | -95.8% | +35.8% |
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