+770.3%
ABT vs UAL
+246.2%
+524.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.3% | -3.4% |
| 7D | +3.5% | +8.2% | -4.6% | +2.9% |
| 30D | +12.0% | +2.3% | +9.7% | +11.8% |
| 3M | +2.5% | -12.7% | +15.1% | +3.3% |
| 6M | +29.1% | +12.7% | +16.4% | +27.4% |
| YTD | -10.1% | +0.8% | -10.9% | -10.8% |
| 1Y | -9.8% | +17.8% | -27.6% | -11.6% |
| 3Y | +23.3% | +206.7% | -183.4% | +10.3% |
| 5Y | -2.4% | +113.9% | -116.2% | -11.4% |
| 10Y | +239.4% | +97.0% | +142.4% | +195.6% |
| All | +770.3% | +246.2% | +524.1% | +540.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling