+0.4%
UAL vs ALM
+347.8%
-347.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.8% | -11.6% | -3.8% |
| 7D | +3.5% | +8.4% | -5.0% | +2.4% |
| 30D | -16.5% | +34.8% | -51.3% | -19.6% |
| 3M | +2.8% | +16.2% | -13.5% | -0.5% |
| 6M | +17.6% | +2.1% | +15.4% | +13.3% |
| YTD | -3.2% | +117.0% | -120.2% | -15.2% |
| 1Y | +0.4% | +313.9% | -313.4% | -19.9% |
| All | +0.4% | +347.8% | -347.3% | -19.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling