+248.5%
ALAB vs UAL
+176.3%
+72.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -7.5% | +12.5% | -19.9% | -12.5% |
| 30D | -36.8% | +12.2% | -49.0% | -40.4% |
| 3M | -31.9% | -2.6% | -29.3% | -30.8% |
| 6M | +8.2% | +21.1% | -12.9% | -0.9% |
| YTD | +29.9% | +7.8% | +22.1% | +24.0% |
| 1Y | +24.4% | +25.4% | -1.0% | +10.7% |
| All | +248.5% | +176.3% | +72.2% | +136.2% |
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