+248.5%
UAL vs ALB
+512.1%
-263.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.1% | -6.2% |
| 7D | +5.0% | +5.5% | -0.4% | +2.4% |
| 30D | -1.2% | -7.5% | +6.3% | +2.2% |
| 3M | -16.8% | -16.9% | +0.2% | -10.7% |
| 6M | +18.0% | -49.2% | +67.2% | +57.4% |
| YTD | -1.2% | -29.9% | +28.7% | +8.6% |
| 1Y | +14.3% | +8.2% | +6.1% | +1.0% |
| 3Y | +194.6% | -19.4% | +214.0% | +155.4% |
| 5Y | +109.6% | -61.6% | +171.2% | +145.8% |
| 10Y | +93.1% | +34.6% | +58.5% | -6.6% |
| All | +248.5% | +512.1% | -263.5% | -45.1% |
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