+189.3%
ALAB vs UAL
+153.2%
+36.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.6% | -15.1% | -17.3% |
| 7D | -38.2% | +5.0% | -43.2% | -39.9% |
| 30D | -54.0% | -1.2% | -52.7% | -53.7% |
| 3M | -43.6% | -16.8% | -26.9% | -38.3% |
| 6M | -16.8% | +18.0% | -34.7% | -22.9% |
| YTD | +7.9% | -1.2% | +9.1% | +7.4% |
| 1Y | -1.4% | +14.3% | -15.7% | -8.2% |
| All | +189.3% | +153.2% | +36.1% | +104.5% |
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 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