+33.8%
UAL vs ALC
+31.8%
+2.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.3% |
| 7D | +8.2% | +4.9% | +3.3% | +5.2% |
| 30D | +2.3% | +19.0% | -16.6% | -8.0% |
| 3M | -12.7% | +7.8% | -20.5% | -17.0% |
| 6M | +12.7% | +14.6% | -1.9% | +2.8% |
| YTD | +0.8% | -4.4% | +5.3% | +1.8% |
| 1Y | +17.8% | +1.4% | +16.4% | +14.4% |
| 3Y | +206.7% | +2.5% | +204.2% | +187.7% |
| 5Y | +113.9% | -10.9% | +124.8% | +117.0% |
| All | +33.8% | +31.8% | +2.0% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling