-14.7%
ABT vs UAL
+16.4%
-31.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.4% |
| 7D | -5.6% | +0.7% | -6.3% | -5.6% |
| 30D | +5.2% | +7.8% | -2.6% | +4.6% |
| 3M | -2.7% | -11.1% | +8.4% | -2.1% |
| 6M | +28.8% | +16.1% | +12.8% | +26.6% |
| YTD | -12.3% | -0.5% | -11.8% | -13.5% |
| 1Y | -14.7% | +11.3% | -26.0% | -16.4% |
| All | -14.7% | +16.4% | -31.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling