+484.3%
IBM vs UAL
+242.1%
+242.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.3% | -16.1% | +16.4% | +2.2% |
| 3M | -21.6% | +6.1% | -27.7% | -22.3% |
| 6M | -4.7% | +10.8% | -15.5% | -6.4% |
| YTD | -19.1% | -0.4% | -18.7% | -19.6% |
| 1Y | -2.5% | +5.0% | -7.5% | -4.0% |
| 3Y | +74.2% | +124.0% | -49.9% | +53.9% |
| 5Y | +113.1% | +141.0% | -27.8% | +83.0% |
| 10Y | +133.5% | +118.0% | +15.5% | +91.9% |
| All | +484.3% | +242.1% | +242.2% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling