+130.6%
UAL vs ALB
-61.7%
+192.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +2.3% | +1.1% | +1.2% | +1.8% |
| 30D | +13.3% | -2.6% | +15.9% | +14.1% |
| 3M | -6.3% | -25.6% | +19.3% | +2.2% |
| 6M | +22.5% | -54.0% | +76.5% | +55.6% |
| YTD | +5.9% | -31.6% | +37.4% | +14.0% |
| 1Y | +24.7% | -6.6% | +31.2% | +19.7% |
| 3Y | +211.6% | -14.0% | +225.6% | +169.7% |
| 5Y | +130.6% | -62.5% | +193.1% | +146.9% |
| All | +130.6% | -61.7% | +192.3% | +146.9% |
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