+249.6%
ALAB vs UAL
+175.8%
+73.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.8% | +6.9% | +10.2% |
| 7D | -5.6% | +10.2% | -15.8% | -9.8% |
| 30D | -36.6% | +12.0% | -48.6% | -40.1% |
| 3M | -35.1% | -7.1% | -28.0% | -32.6% |
| 6M | +8.5% | +20.9% | -12.3% | -0.5% |
| YTD | +30.4% | +7.7% | +22.7% | +24.5% |
| 1Y | +31.0% | +23.6% | +7.5% | +17.4% |
| All | +249.6% | +175.8% | +73.8% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling