+257.6%
ALAB vs UAL
+150.5%
+107.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.7% |
| 7D | +16.3% | -3.0% | +19.4% | +18.3% |
| 30D | -26.1% | +10.5% | -36.6% | -29.9% |
| 3M | -31.3% | -13.5% | -17.8% | -26.0% |
| 6M | -1.0% | +14.2% | -15.2% | -6.5% |
| YTD | +33.3% | -2.2% | +35.6% | +33.6% |
| 1Y | +53.5% | +12.5% | +41.1% | +44.3% |
| All | +257.6% | +150.5% | +107.1% | +154.5% |
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