-31.3%
BABA vs UAL
+142.0%
-173.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | -16.1% | +4.2% | -8.2% |
| 3M | -9.3% | +6.1% | -15.4% | -11.5% |
| 6M | -14.2% | +10.8% | -25.1% | -18.0% |
| YTD | -22.0% | -0.4% | -21.6% | -23.8% |
| 1Y | -12.7% | +5.0% | -17.7% | -16.4% |
| 3Y | +26.7% | +124.0% | -97.4% | -11.9% |
| All | -31.3% | +142.0% | -173.3% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling