+273.4%
UAL vs AGI
+351.0%
-77.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +13.3% | -7.6% | +20.9% | +13.4% |
| 3M | -6.3% | -10.2% | +3.9% | -6.2% |
| 6M | +22.5% | -31.5% | +54.0% | +22.7% |
| YTD | +5.9% | -22.0% | +27.9% | +6.0% |
| 1Y | +24.7% | -7.9% | +32.6% | +24.9% |
| 3Y | +211.6% | +137.6% | +74.0% | +213.3% |
| 5Y | +130.6% | +256.7% | -126.2% | +132.6% |
| 10Y | +96.5% | +405.2% | -308.7% | +101.9% |
| All | +273.4% | +351.0% | -77.6% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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