+27.5%
UAL vs ALM
+44.8%
-17.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.8% |
| 7D | +11.9% | -6.4% | +18.3% | +12.8% |
| 30D | +5.2% | -35.0% | +40.2% | +10.5% |
| 3M | -12.7% | -33.8% | +21.1% | -9.3% |
| 6M | +28.5% | -55.0% | +83.5% | +37.0% |
| YTD | +3.5% | -0.2% | +3.8% | +1.1% |
| 1Y | +27.5% | +41.8% | -14.2% | +21.9% |
| All | +27.5% | +44.8% | -17.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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