+109.6%
UAL vs AR
+75.2%
+34.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.7% | -4.1% |
| 7D | +5.0% | -11.7% | +16.7% | +6.9% |
| 30D | -1.2% | +1.8% | -3.1% | -1.9% |
| 3M | -16.8% | +6.0% | -22.7% | -18.2% |
| 6M | +18.0% | -7.0% | +25.0% | +18.0% |
| YTD | -1.2% | +5.6% | -6.8% | -5.0% |
| 1Y | +14.3% | +10.8% | +3.5% | +8.2% |
| 3Y | +194.6% | +19.3% | +175.2% | +170.6% |
| 5Y | +109.6% | +73.3% | +36.3% | +89.1% |
| All | +109.6% | +75.2% | +34.5% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling