+485.4%
ABBV vs UAL
+103.3%
+382.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.8% |
| 7D | -4.3% | +3.5% | -7.8% | -4.6% |
| 30D | +1.1% | -16.5% | +17.6% | +2.6% |
| 3M | +12.3% | +2.8% | +9.5% | +11.8% |
| 6M | +9.8% | +17.6% | -7.8% | +7.7% |
| YTD | +11.5% | -3.2% | +14.7% | +10.8% |
| 1Y | +22.3% | +0.4% | +21.8% | +20.9% |
| 3Y | +85.2% | +128.2% | -43.0% | +65.6% |
| 5Y | +170.8% | +137.7% | +33.1% | +135.5% |
| 10Y | +485.4% | +99.1% | +386.3% | +406.4% |
| All | +485.4% | +103.3% | +382.1% | +406.4% |
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