+229.8%
ALNY vs UAL
+80.6%
+149.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.6% |
| 7D | +5.8% | -3.0% | +8.9% | +6.2% |
| 30D | -26.5% | +10.5% | -36.9% | -27.7% |
| 3M | -27.3% | -13.5% | -13.8% | -26.1% |
| 6M | -43.4% | +14.2% | -57.6% | -44.9% |
| YTD | -58.5% | -2.2% | -56.3% | -58.9% |
| 1Y | -63.6% | +12.5% | -76.1% | -64.7% |
| 3Y | 0.0% | +186.8% | -186.8% | -17.0% |
| 5Y | -3.4% | +119.4% | -122.8% | -18.8% |
| All | +229.8% | +80.6% | +149.3% | +197.4% |
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 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