+17.8%
UAL vs AR
+8.4%
+9.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +1.7% |
| 7D | +8.2% | -14.3% | +22.4% | +1.1% |
| 30D | +2.3% | +1.4% | +0.9% | +3.4% |
| 3M | -12.7% | +3.4% | -16.1% | -10.2% |
| 6M | +12.7% | -2.1% | +14.8% | +14.3% |
| YTD | +0.8% | +4.7% | -3.9% | +3.6% |
| 1Y | +17.8% | +10.6% | +7.2% | +19.0% |
| All | +17.8% | +8.4% | +9.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling