+17.8%
UAL vs ABCL
+152.2%
-134.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.7% | -4.7% | +1.1% |
| 7D | +8.2% | -3.2% | +11.3% | +8.4% |
| 30D | +2.3% | -7.4% | +9.7% | +3.1% |
| 3M | -12.7% | +81.9% | -94.6% | -22.2% |
| 6M | +12.7% | +135.7% | -123.0% | -9.4% |
| YTD | +0.8% | +247.4% | -246.5% | -28.5% |
| 1Y | +17.8% | +162.3% | -144.5% | -14.3% |
| All | +17.8% | +152.2% | -134.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling