+132.9%
UAL vs ALL
+157.6%
-24.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.8% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | +12.2% | +13.8% | -1.6% | +7.5% |
| 3M | -2.6% | -2.8% | +0.2% | -1.9% |
| 6M | +21.1% | +23.7% | -2.6% | +10.6% |
| YTD | +7.8% | +27.3% | -19.5% | -3.3% |
| 1Y | +25.4% | +30.5% | -5.1% | +11.1% |
| 3Y | +217.3% | +113.0% | +104.3% | +119.6% |
| 5Y | +132.9% | +157.6% | -24.7% | +39.3% |
| All | +132.9% | +157.6% | -24.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling