+280.3%
UAL vs AGI
+363.8%
-83.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.5% | +0.2% |
| 7D | +12.5% | +13.9% | -1.5% | +12.3% |
| 30D | +12.2% | -6.2% | +18.4% | +12.2% |
| 3M | -2.6% | -6.9% | +4.4% | -2.5% |
| 6M | +21.1% | -28.7% | +49.8% | +21.2% |
| YTD | +7.8% | -19.8% | +27.6% | +8.0% |
| 1Y | +25.4% | -4.8% | +30.2% | +25.6% |
| 3Y | +217.3% | +144.3% | +73.0% | +219.1% |
| 5Y | +132.9% | +277.2% | -144.3% | +135.0% |
| 10Y | +101.1% | +365.9% | -264.7% | +106.5% |
| All | +280.3% | +363.8% | -83.5% | +303.4% |
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