+16.1%
UAL vs AUR
-39.1%
+55.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.4% | -0.6% | -4.9% |
| 7D | +0.7% | +7.9% | -7.3% | -0.7% |
| 30D | +7.8% | -18.5% | +26.3% | +12.1% |
| 3M | -11.1% | -36.7% | +25.6% | -3.4% |
| 6M | +16.1% | -39.8% | +55.8% | +25.8% |
| All | +16.1% | -39.1% | +55.2% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling