+18.0%
UAL vs ALC
+3.4%
+14.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | +5.0% | +7.6% | -2.6% | +3.9% |
| 30D | -1.2% | +21.1% | -22.4% | -2.7% |
| 3M | -16.8% | +8.5% | -25.2% | -17.4% |
| 6M | +18.0% | +2.8% | +15.1% | +13.1% |
| All | +18.0% | +3.4% | +14.6% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling