+117.8%
UAL vs BUD
-23.0%
+140.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -16.1% | -5.7% | -10.4% | -12.4% |
| 3M | +6.1% | +3.1% | +3.0% | +3.0% |
| 6M | +10.8% | +7.9% | +3.0% | +3.7% |
| YTD | -0.4% | +27.3% | -27.7% | -19.0% |
| 1Y | +5.0% | +37.8% | -32.8% | -20.3% |
| 3Y | +124.0% | +49.8% | +74.2% | +49.9% |
| 5Y | +141.0% | +43.8% | +97.1% | +63.1% |
| All | +117.8% | -23.0% | +140.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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