+18.0%
UAL vs ARWR
-25.6%
+43.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.8% | +2.2% | -2.5% |
| 7D | +5.0% | -5.0% | +10.0% | +6.7% |
| 30D | -1.2% | -6.6% | +5.4% | +0.8% |
| 3M | -16.8% | -33.9% | +17.1% | -7.9% |
| 6M | +18.0% | -23.3% | +41.3% | +23.2% |
| All | +18.0% | -25.6% | +43.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 6mo: compounded portfolio wealth divided by compounded ARWR 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…
6mo analysis · Full analysis span regression · 6 months rolling