+112.3%
UAL vs ABCL
-21.8%
+134.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.7% | -4.7% | +0.8% |
| 7D | +8.2% | -3.2% | +11.3% | +8.4% |
| 30D | +2.3% | -7.4% | +9.7% | +3.2% |
| 3M | -12.7% | +81.9% | -94.6% | -24.3% |
| 6M | +12.7% | +135.7% | -123.0% | -9.4% |
| YTD | +0.8% | +247.4% | -246.5% | -26.2% |
| 1Y | +17.8% | +162.3% | -144.5% | -9.3% |
| 3Y | +206.7% | +165.5% | +41.2% | +113.1% |
| All | +112.3% | -21.8% | +134.1% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling