+27.5%
UAL vs FANG
+32.3%
-4.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.9% | +12.9% | +4.7% |
| 7D | +11.9% | -11.3% | +23.2% | +4.0% |
| 30D | +5.2% | -0.7% | +5.9% | +5.6% |
| 3M | -12.7% | -4.2% | -8.6% | -13.2% |
| 6M | +28.5% | -13.5% | +42.0% | +23.4% |
| YTD | +3.5% | +23.7% | -20.2% | +14.6% |
| 1Y | +27.5% | +34.3% | -6.8% | +44.3% |
| All | +27.5% | +32.3% | -4.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling