+251.3%
UAL vs ALL
+723.8%
-472.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.5% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -16.1% | -1.5% | -14.6% | -15.6% |
| 3M | +6.1% | +23.6% | -17.5% | -10.8% |
| 6M | +10.8% | +22.3% | -11.5% | -7.1% |
| YTD | -0.4% | +26.5% | -26.9% | -19.3% |
| 1Y | +5.0% | +27.0% | -22.0% | -15.8% |
| 3Y | +124.0% | +149.6% | -25.6% | +1.9% |
| 5Y | +141.0% | +118.1% | +22.9% | +16.1% |
| 10Y | +118.0% | +369.0% | -251.0% | -40.0% |
| All | +251.3% | +723.8% | -472.5% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling