+1,156.2%
ABBV vs UAL
+367.4%
+788.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.7% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +4.2% | -16.1% | +20.3% | +5.9% |
| 3M | +14.8% | +6.1% | +8.7% | +13.8% |
| 6M | +10.3% | +10.8% | -0.6% | +8.4% |
| YTD | +14.9% | -0.4% | +15.3% | +13.8% |
| 1Y | +24.1% | +5.0% | +19.1% | +22.0% |
| 3Y | +91.9% | +124.0% | -32.1% | +69.3% |
| 5Y | +176.0% | +141.0% | +35.1% | +134.9% |
| 10Y | +502.9% | +118.0% | +384.9% | +386.8% |
| All | +1,156.2% | +367.4% | +788.8% | +893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling