+269.8%
UAL vs AR
-27.2%
+297.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | -16.1% | +14.8% | -30.9% | -18.5% |
| 3M | +6.1% | +6.2% | -0.1% | +4.2% |
| 6M | +10.8% | +4.3% | +6.6% | +8.2% |
| YTD | -0.4% | +14.4% | -14.8% | -5.2% |
| 1Y | +5.0% | +21.3% | -16.3% | -1.8% |
| 3Y | +124.0% | +39.8% | +84.2% | +99.5% |
| 5Y | +141.0% | +142.1% | -1.1% | +81.5% |
| 10Y | +118.0% | +52.0% | +66.0% | +5.7% |
| All | +269.8% | -27.2% | +297.0% | +83.3% |
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