-4.2%
ABT vs UAL
+109.3%
-113.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.3% | -3.4% |
| 7D | +3.5% | +8.2% | -4.6% | +2.8% |
| 30D | +12.0% | +2.3% | +9.7% | +11.7% |
| 3M | +2.5% | -12.7% | +15.1% | +3.5% |
| 6M | +29.1% | +12.7% | +16.4% | +27.0% |
| YTD | -10.1% | +0.8% | -10.9% | -11.0% |
| 1Y | -9.8% | +17.8% | -27.6% | -12.1% |
| 3Y | +23.3% | +206.7% | -183.4% | +3.1% |
| All | -4.2% | +109.3% | -113.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling