+106.2%
UAL vs AZO
+296.8%
-190.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.4% | -3.6% | +2.2% | -0.1% |
| 30D | -12.2% | -5.6% | -6.7% | -10.4% |
| 3M | -2.5% | -6.6% | +4.2% | -0.5% |
| 6M | +21.1% | -22.5% | +43.6% | +31.8% |
| YTD | -1.8% | -15.2% | +13.4% | +2.5% |
| 1Y | +0.4% | -33.9% | +34.4% | +15.0% |
| 3Y | +130.3% | +11.8% | +118.5% | +105.2% |
| 5Y | +147.7% | +85.5% | +62.1% | +68.9% |
| All | +106.2% | +296.8% | -190.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling