+248.5%
UAL vs ARWR
+17.3%
+231.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.8% | +2.2% | -3.7% |
| 7D | +5.0% | -5.0% | +10.0% | +5.7% |
| 30D | -1.2% | -6.6% | +5.4% | -0.4% |
| 3M | -16.8% | -33.9% | +17.1% | -12.7% |
| 6M | +18.0% | -23.3% | +41.3% | +21.2% |
| YTD | -1.2% | -13.5% | +12.3% | -0.2% |
| 1Y | +14.3% | +42.5% | -28.2% | +8.4% |
| 3Y | +194.6% | +104.1% | +90.4% | +156.4% |
| 5Y | +109.6% | -28.8% | +138.4% | +98.2% |
| 10Y | +93.1% | +911.6% | -818.6% | +24.3% |
| All | +248.5% | +17.3% | +231.3% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling