+251.3%
UAL vs AU
+135.3%
+116.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.7% |
| 7D | +0.7% | -3.6% | +4.3% | +1.0% |
| 30D | -16.1% | +23.9% | -40.0% | -17.6% |
| 3M | +6.1% | +19.1% | -12.9% | +4.5% |
| 6M | +10.8% | -0.2% | +11.0% | +10.3% |
| YTD | -0.4% | +32.5% | -32.9% | -2.9% |
| 1Y | +5.0% | +96.9% | -91.9% | -0.3% |
| 3Y | +124.0% | +614.7% | -490.7% | +94.3% |
| 5Y | +141.0% | +647.7% | -506.7% | +105.3% |
| 10Y | +118.0% | +679.2% | -561.2% | +78.4% |
| All | +251.3% | +135.3% | +116.0% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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