+166.2%
UAL vs AS
+133.7%
+32.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.6% |
| 7D | +5.0% | +7.1% | -2.1% | +2.3% |
| 30D | -1.2% | +12.8% | -14.1% | -6.0% |
| 3M | -16.8% | -14.7% | -2.0% | -11.6% |
| 6M | +18.0% | -9.9% | +27.9% | +22.4% |
| YTD | -1.2% | -16.1% | +15.0% | +5.0% |
| 1Y | +14.3% | +0.2% | +14.2% | +13.9% |
| All | +166.2% | +133.7% | +32.5% | +129.2% |
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