+139.2%
UAL vs ALB
-44.4%
+183.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +3.9% |
| 7D | +0.7% | -8.1% | +8.8% | +3.3% |
| 30D | -16.1% | +6.3% | -22.4% | -18.2% |
| 3M | +6.1% | -23.6% | +29.7% | +14.5% |
| 6M | +10.8% | -24.6% | +35.5% | +18.3% |
| YTD | -0.4% | -10.3% | +9.9% | -1.2% |
| 1Y | +5.0% | +61.5% | -56.4% | -16.7% |
| 3Y | +124.0% | -34.0% | +158.0% | +122.7% |
| All | +139.2% | -44.4% | +183.6% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling