+206.7%
UAL vs ALB
-16.8%
+223.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +8.2% | +9.1% | -0.9% | +5.6% |
| 30D | +2.3% | -3.4% | +5.7% | +3.2% |
| 3M | -12.7% | -20.6% | +7.9% | -7.8% |
| 6M | +12.7% | -48.2% | +60.9% | +33.0% |
| YTD | +0.8% | -29.2% | +30.1% | +6.2% |
| 1Y | +17.8% | +10.0% | +7.8% | +8.0% |
| 3Y | +206.7% | -12.9% | +219.6% | +160.8% |
| All | +206.7% | -16.8% | +223.5% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling