+25.4%
UAL vs ALC
+0.5%
+24.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.7% |
| 7D | +12.5% | +2.3% | +10.1% | +11.5% |
| 30D | +12.2% | +15.5% | -3.3% | +6.9% |
| 3M | -2.6% | +0.6% | -3.2% | -2.6% |
| 6M | +21.1% | +18.4% | +2.7% | +14.1% |
| YTD | +7.8% | -5.6% | +13.4% | +10.9% |
| 1Y | +25.4% | 0.0% | +25.4% | +23.5% |
| All | +25.4% | +0.5% | +24.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling