+279.7%
UAL vs AU
+114.4%
+165.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +6.2% |
| 7D | +10.2% | +20.8% | -10.6% | +8.6% |
| 30D | +12.0% | +5.5% | +6.5% | +11.5% |
| 3M | -7.1% | +3.9% | -11.0% | -7.5% |
| 6M | +20.9% | -5.4% | +26.3% | +20.9% |
| YTD | +7.7% | +20.7% | -13.0% | +5.7% |
| 1Y | +23.6% | +49.8% | -26.2% | +19.6% |
| 3Y | +222.6% | +565.6% | -343.1% | +181.6% |
| 5Y | +127.9% | +500.4% | -372.4% | +97.1% |
| 10Y | +100.2% | +795.4% | -695.2% | +62.2% |
| All | +279.7% | +114.4% | +165.3% | +193.1% |
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