+602.8%
ABBV vs UAL
+83.8%
+519.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.3% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +8.0% | +7.8% | +0.2% | +7.2% |
| 3M | +19.1% | -11.1% | +30.2% | +20.0% |
| 6M | +43.5% | +16.1% | +27.5% | +41.0% |
| YTD | +32.7% | -0.5% | +33.2% | +31.5% |
| 1Y | +30.0% | +11.3% | +18.7% | +27.4% |
| 3Y | +134.7% | +192.8% | -58.1% | +105.2% |
| 5Y | +200.7% | +123.3% | +77.4% | +163.7% |
| All | +602.8% | +83.8% | +519.0% | +539.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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