+236.1%
ALNY vs UAL
+112.5%
+123.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | 0.0% |
| 7D | -6.5% | -1.4% | -5.1% | -6.4% |
| 30D | +11.0% | -12.2% | +23.3% | +13.0% |
| 3M | -14.1% | -2.5% | -11.6% | -14.0% |
| 6M | -22.4% | +21.1% | -43.5% | -25.1% |
| YTD | -37.5% | -1.8% | -35.7% | -38.0% |
| 1Y | -46.9% | +0.4% | -47.3% | -47.7% |
| 3Y | +22.1% | +130.3% | -108.2% | +4.1% |
| 5Y | +31.2% | +147.7% | -116.5% | +8.8% |
| All | +236.1% | +112.5% | +123.6% | +166.8% |
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