+73.7%
UAL vs ALB
+32.4%
+41.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.2% |
| 7D | -3.0% | -5.8% | +2.7% | -0.9% |
| 30D | +10.5% | -4.5% | +15.0% | +12.2% |
| 3M | -13.5% | -28.1% | +14.6% | -3.2% |
| 6M | +14.2% | -53.2% | +67.4% | +48.9% |
| YTD | -2.2% | -33.3% | +31.1% | +7.7% |
| 1Y | +12.5% | -17.4% | +29.9% | +13.3% |
| 3Y | +186.8% | -14.1% | +201.0% | +149.0% |
| 5Y | +119.4% | -64.0% | +183.4% | +160.3% |
| All | +73.7% | +32.4% | +41.3% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling