-22.4%
ALNY vs UAL
+20.7%
-43.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | +0.1% |
| 7D | -6.5% | -1.4% | -5.1% | -6.4% |
| 30D | +11.0% | -12.2% | +23.3% | +12.5% |
| 3M | -14.1% | -2.5% | -11.6% | -14.1% |
| 6M | -22.4% | +21.1% | -43.5% | -25.1% |
| All | -22.4% | +20.7% | -43.1% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling