+284.3%
UAL vs AR
-30.9%
+315.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.3% | +14.2% | +9.2% |
| 7D | +11.9% | -11.1% | +23.0% | +14.3% |
| 30D | +5.2% | +7.9% | -2.7% | +3.3% |
| 3M | -12.7% | +4.9% | -17.6% | -14.2% |
| 6M | +28.5% | -5.3% | +33.8% | +27.9% |
| YTD | +3.5% | +8.6% | -5.1% | -1.0% |
| 1Y | +27.5% | +13.7% | +13.9% | +20.3% |
| 3Y | +208.6% | +22.8% | +185.8% | +181.2% |
| 5Y | +135.6% | +82.0% | +53.6% | +88.2% |
| 10Y | +102.3% | +51.8% | +50.4% | -1.7% |
| All | +284.3% | -30.9% | +315.2% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling