+129.8%
UAL vs AWK
+10.2%
+119.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.9% |
| 30D | -16.1% | +5.6% | -21.7% | -15.6% |
| 3M | +6.1% | +15.9% | -9.7% | +7.8% |
| 6M | +10.8% | +4.6% | +6.3% | +11.6% |
| YTD | -0.4% | +10.1% | -10.4% | +1.0% |
| 1Y | +5.0% | +2.1% | +2.9% | +6.0% |
| All | +129.8% | +10.2% | +119.6% | +105.6% |
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