+698.4%
UAL vs AWK
+969.7%
-271.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.7% | +1.7% | -1.0% | 0.0% |
| 30D | -16.1% | +5.6% | -21.7% | -18.2% |
| 3M | +6.1% | +15.9% | -9.7% | -1.1% |
| 6M | +10.8% | +4.6% | +6.3% | +7.7% |
| YTD | -0.4% | +10.1% | -10.4% | -6.0% |
| 1Y | +5.0% | +2.1% | +2.9% | +2.2% |
| 3Y | +124.0% | +9.8% | +114.2% | +100.5% |
| 5Y | +141.0% | -15.4% | +156.3% | +143.7% |
| 10Y | +118.0% | +129.4% | -11.4% | +6.9% |
| All | +698.4% | +969.7% | -271.3% | -32.9% |
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