+92.6%
UAL vs ALB
+33.3%
+59.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +8.2% | +9.1% | -0.9% | +4.7% |
| 30D | +2.3% | -3.4% | +5.7% | +3.5% |
| 3M | -12.7% | -20.6% | +7.9% | -5.9% |
| 6M | +12.7% | -48.2% | +60.9% | +41.2% |
| YTD | +0.8% | -29.2% | +30.1% | +8.6% |
| 1Y | +17.8% | +10.0% | +7.8% | +5.9% |
| 3Y | +206.7% | -12.9% | +219.6% | +165.9% |
| 5Y | +113.9% | -61.3% | +175.2% | +146.4% |
| All | +92.6% | +33.3% | +59.3% | +15.6% |
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