+228.3%
ABT vs UAL
+99.5%
+128.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | +12.5% | -11.5% | 0.0% |
| 30D | +11.6% | +12.2% | -0.6% | +10.5% |
| 3M | +2.3% | -2.6% | +4.9% | +2.4% |
| 6M | +32.7% | +21.1% | +11.7% | +30.1% |
| YTD | -9.6% | +7.8% | -17.5% | -10.9% |
| 1Y | -10.1% | +25.4% | -35.5% | -12.5% |
| 3Y | +25.2% | +217.3% | -192.1% | +9.9% |
| 5Y | -4.5% | +132.9% | -137.4% | -15.4% |
| 10Y | +228.3% | +101.1% | +127.1% | +199.5% |
| All | +228.3% | +99.5% | +128.8% | +199.5% |
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