+15.8%
BABA vs UAL
+106.7%
-90.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -5.0% |
| 7D | +3.8% | +10.2% | -6.4% | +1.8% |
| 30D | -5.4% | +12.0% | -17.4% | -7.6% |
| 3M | -17.9% | -7.1% | -10.8% | -17.2% |
| 6M | -24.1% | +20.9% | -45.0% | -27.7% |
| YTD | -27.4% | +7.7% | -35.1% | -29.8% |
| 1Y | -36.1% | +23.6% | -59.6% | -39.9% |
| 3Y | +35.4% | +222.6% | -187.2% | +0.2% |
| 5Y | -30.1% | +127.9% | -158.0% | -46.3% |
| 10Y | +15.8% | +100.2% | -84.4% | -5.7% |
| All | +15.8% | +106.7% | -90.9% | -5.7% |
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