+251.3%
UAL vs AGI
+455.2%
-203.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | -16.1% | +18.2% | -34.3% | -16.2% |
| 3M | +6.1% | -4.1% | +10.3% | +6.1% |
| 6M | +10.8% | -28.7% | +39.6% | +10.9% |
| YTD | -0.4% | -4.0% | +3.6% | -0.4% |
| 1Y | +5.0% | +17.4% | -12.4% | +5.1% |
| 3Y | +124.0% | +203.0% | -79.0% | +125.0% |
| 5Y | +141.0% | +376.7% | -235.7% | +143.1% |
| 10Y | +118.0% | +407.5% | -289.5% | +123.5% |
| All | +251.3% | +455.2% | -203.8% | +272.3% |
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