+12.5%
UAL vs ALB
-15.8%
+28.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.5% |
| 7D | -3.0% | -5.8% | +2.7% | -2.0% |
| 30D | +10.5% | -4.5% | +15.0% | +11.2% |
| 3M | -13.5% | -28.1% | +14.6% | -9.1% |
| 6M | +14.2% | -53.2% | +67.4% | +29.0% |
| YTD | -2.2% | -33.3% | +31.1% | +0.2% |
| 1Y | +12.5% | -17.4% | +29.9% | +10.2% |
| All | +12.5% | -15.8% | +28.3% | +10.2% |
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 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