-0.9%
UAL vs AUR
+10.3%
-11.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -15.7% | -8.9% | -6.8% | -13.9% |
| 3M | +3.6% | +4.6% | -1.0% | +0.9% |
| 6M | +16.9% | +44.9% | -28.0% | -1.6% |
| YTD | -4.8% | +64.8% | -69.6% | -25.0% |
| 1Y | -0.9% | +16.4% | -17.3% | -10.8% |
| All | -0.9% | +10.3% | -11.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling