+106.1%
UAL vs AUR
-36.6%
+142.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +0.7% | +8.7% | -8.0% | -0.7% |
| 30D | -16.1% | -5.2% | -10.9% | -15.6% |
| 3M | +6.1% | -7.3% | +13.4% | +6.8% |
| 6M | +10.8% | +41.2% | -30.4% | +3.3% |
| YTD | -0.4% | +65.1% | -65.5% | -9.7% |
| 1Y | +5.0% | +13.4% | -8.4% | +0.6% |
| 3Y | +124.0% | +98.1% | +25.9% | +79.6% |
| 5Y | +141.0% | -36.0% | +177.0% | +84.0% |
| All | +106.1% | -36.6% | +142.7% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling