+123.3%
UAL vs ATI
+994.1%
-870.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.7% |
| 7D | +0.7% | +13.0% | -12.3% | -4.9% |
| 30D | +7.8% | +0.2% | +7.6% | +6.9% |
| 3M | -11.1% | -17.5% | +6.4% | -3.6% |
| 6M | +16.1% | +18.1% | -2.0% | +5.2% |
| YTD | -0.5% | +65.7% | -66.2% | -22.8% |
| 1Y | +11.3% | +91.9% | -80.6% | -19.3% |
| 3Y | +192.8% | +335.2% | -142.4% | +35.2% |
| 5Y | +123.3% | +1,004.3% | -881.0% | -39.4% |
| All | +123.3% | +994.1% | -870.9% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling