-7.0%
ABT vs UAL
+142.0%
-149.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -3.7% | +0.7% | -4.4% | -3.7% |
| 30D | +2.5% | -16.1% | +18.6% | +3.9% |
| 3M | +20.2% | +6.1% | +14.0% | +19.3% |
| 6M | -2.9% | +10.8% | -13.8% | -4.3% |
| YTD | -11.9% | -0.4% | -11.5% | -12.6% |
| 1Y | -16.5% | +5.0% | -21.6% | -17.7% |
| 3Y | +12.1% | +124.0% | -111.9% | -0.2% |
| All | -7.0% | +142.0% | -149.0% | -21.7% |
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