+140.2%
UAL vs AZO
+85.0%
+55.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -2.9% | +0.9% | -1.4% |
| 30D | -15.7% | -5.3% | -10.4% | -14.8% |
| 3M | +3.6% | -7.3% | +11.0% | +4.9% |
| 6M | +16.9% | -22.7% | +39.6% | +22.7% |
| YTD | -4.8% | -15.0% | +10.3% | -2.6% |
| 1Y | -0.9% | -32.2% | +31.3% | +7.0% |
| 3Y | +124.5% | +10.0% | +114.5% | +104.6% |
| 5Y | +140.2% | +85.8% | +54.3% | +88.7% |
| All | +140.2% | +85.0% | +55.2% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling