+251.3%
UAL vs ALB
+683.1%
-431.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +4.5% |
| 7D | +0.7% | -8.1% | +8.8% | +4.5% |
| 30D | -16.1% | +6.3% | -22.4% | -19.1% |
| 3M | +6.1% | -23.6% | +29.7% | +18.2% |
| 6M | +10.8% | -24.6% | +35.5% | +21.4% |
| YTD | -0.4% | -10.3% | +9.9% | -1.7% |
| 1Y | +5.0% | +61.5% | -56.4% | -24.2% |
| 3Y | +124.0% | -34.0% | +158.0% | +119.2% |
| 5Y | +141.0% | -44.6% | +185.6% | +135.2% |
| 10Y | +118.0% | +76.1% | +41.9% | -6.9% |
| All | +251.3% | +683.1% | -431.7% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling