+234.1%
ABT vs UAL
+80.6%
+153.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -1.3% | -3.0% | +1.8% | -1.1% |
| 30D | +6.0% | +10.5% | -4.4% | +5.1% |
| 3M | -1.9% | -13.5% | +11.6% | -0.9% |
| 6M | +31.2% | +14.2% | +17.0% | +29.2% |
| YTD | -11.2% | -2.2% | -9.0% | -11.8% |
| 1Y | -14.0% | +12.5% | -26.5% | -15.5% |
| 3Y | +20.7% | +186.8% | -166.2% | +6.6% |
| 5Y | -6.7% | +119.4% | -126.0% | -16.9% |
| All | +234.1% | +80.6% | +153.6% | +206.0% |
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