+11.5%
ABT vs UAL
+127.4%
-115.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.5% |
| 7D | -3.1% | +3.4% | -6.6% | -3.3% |
| 30D | -2.1% | -16.5% | +14.3% | -1.5% |
| 3M | +17.4% | +2.8% | +14.7% | +17.2% |
| 6M | -2.4% | +17.6% | -19.9% | -3.3% |
| YTD | -14.2% | -3.2% | -11.0% | -14.5% |
| 1Y | -18.3% | +0.4% | -18.8% | -18.8% |
| 3Y | +11.5% | +128.2% | -116.6% | +10.6% |
| All | +11.5% | +127.4% | -115.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling