+27.5%
UAL vs ALB
+4.7%
+22.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.3% | +2.7% | +6.9% |
| 7D | +11.9% | -2.1% | +14.0% | +12.3% |
| 30D | +5.2% | -9.0% | +14.2% | +7.0% |
| 3M | -12.7% | -21.1% | +8.4% | -9.6% |
| 6M | +28.5% | -49.9% | +78.4% | +44.4% |
| YTD | +3.5% | -32.3% | +35.8% | +5.8% |
| 1Y | +27.5% | +8.6% | +18.9% | +19.1% |
| All | +27.5% | +4.7% | +22.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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