+168.4%
UAL vs AS
+120.4%
+48.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.1% |
| 7D | +0.7% | -4.9% | +5.6% | +2.7% |
| 30D | -16.1% | -19.6% | +3.5% | -8.7% |
| 3M | +6.1% | -14.4% | +20.5% | +12.4% |
| 6M | +10.8% | -20.1% | +31.0% | +20.6% |
| YTD | -0.4% | -20.9% | +20.5% | +8.5% |
| 1Y | +5.0% | -21.9% | +26.9% | +14.2% |
| All | +168.4% | +120.4% | +48.0% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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