+708.2%
UAL vs AWK
+1,042.6%
-334.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.7% |
| 7D | +8.2% | +4.1% | +4.1% | +6.3% |
| 30D | +2.3% | +18.0% | -15.7% | -5.0% |
| 3M | -12.7% | +12.2% | -24.9% | -17.3% |
| 6M | +12.7% | +21.2% | -8.5% | +2.6% |
| YTD | +0.8% | +17.6% | -16.7% | -7.8% |
| 1Y | +17.8% | +19.2% | -1.4% | +6.7% |
| 3Y | +206.7% | +26.7% | +180.0% | +155.2% |
| 5Y | +113.9% | -1.3% | +115.2% | +100.5% |
| 10Y | +97.0% | +159.7% | -62.7% | -10.1% |
| All | +708.2% | +1,042.6% | -334.4% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling