+92.6%
UAL vs AR
+44.3%
+48.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.2% |
| 7D | +8.2% | -14.3% | +22.4% | +11.7% |
| 30D | +2.3% | +1.4% | +0.9% | +1.6% |
| 3M | -12.7% | +3.4% | -16.1% | -14.1% |
| 6M | +12.7% | -2.1% | +14.8% | +11.3% |
| YTD | +0.8% | +4.7% | -3.9% | -3.5% |
| 1Y | +17.8% | +10.6% | +7.2% | +10.9% |
| 3Y | +206.7% | +24.6% | +182.1% | +174.3% |
| 5Y | +113.9% | +71.9% | +42.0% | +66.2% |
| All | +92.6% | +44.3% | +48.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling