+598.9%
ABBV vs UAL
+93.6%
+505.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.9% |
| 7D | -1.2% | +8.2% | -9.4% | -1.9% |
| 30D | +8.0% | +2.3% | +5.7% | +7.7% |
| 3M | +20.2% | -12.7% | +32.9% | +21.3% |
| 6M | +44.0% | +12.7% | +31.3% | +41.8% |
| YTD | +31.3% | +0.8% | +30.5% | +30.0% |
| 1Y | +37.0% | +17.8% | +19.2% | +33.6% |
| 3Y | +128.0% | +206.7% | -78.7% | +98.6% |
| 5Y | +196.9% | +113.9% | +83.0% | +161.9% |
| All | +598.9% | +93.6% | +505.3% | +534.2% |
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