+248.5%
UAL vs M
+35.3%
+213.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.3% | -1.6% |
| 7D | +5.0% | -2.1% | +7.2% | +6.3% |
| 30D | -1.2% | +7.7% | -8.9% | -5.0% |
| 3M | -16.8% | -4.4% | -12.4% | -15.2% |
| 6M | +18.0% | +27.5% | -9.6% | +3.0% |
| YTD | -1.2% | +12.8% | -13.9% | -8.6% |
| 1Y | +14.3% | +20.7% | -6.4% | +1.7% |
| 3Y | +194.6% | +111.3% | +83.3% | +74.6% |
| 5Y | +109.6% | -6.3% | +115.9% | +68.7% |
| 10Y | +93.1% | +1.5% | +91.6% | +3.8% |
| All | +248.5% | +35.3% | +213.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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