+206.7%
UAL vs AWK
+24.3%
+182.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +1.8% |
| 7D | +8.2% | +4.1% | +4.1% | +8.8% |
| 30D | +2.3% | +18.0% | -15.7% | +5.3% |
| 3M | -12.7% | +12.2% | -24.9% | -10.9% |
| 6M | +12.7% | +21.2% | -8.5% | +16.7% |
| YTD | +0.8% | +17.6% | -16.7% | +4.3% |
| 1Y | +17.8% | +19.2% | -1.4% | +22.1% |
| 3Y | +206.7% | +26.7% | +180.0% | +193.0% |
| All | +206.7% | +24.3% | +182.4% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling