+107.5%
UAL vs ATI
+1,073.5%
-966.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -16.1% | +2.7% | -18.8% | -17.4% |
| 3M | +6.1% | +16.3% | -10.2% | -1.4% |
| 6M | +10.8% | +30.2% | -19.3% | -2.0% |
| YTD | -0.4% | +83.6% | -84.0% | -24.3% |
| 1Y | +5.0% | +173.0% | -168.0% | -33.7% |
| 3Y | +124.0% | +356.6% | -232.6% | +7.8% |
| 5Y | +141.0% | +1,074.2% | -933.2% | -26.2% |
| All | +107.5% | +1,073.5% | -966.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling