+107.5%
UAL vs ALM
+2,950.3%
-2,842.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | -16.1% | +32.0% | -48.1% | -17.4% |
| 3M | +6.1% | -15.0% | +21.2% | +6.3% |
| 6M | +10.8% | -10.1% | +21.0% | +10.2% |
| YTD | -0.4% | +99.4% | -99.8% | -4.8% |
| 1Y | +5.0% | +316.4% | -311.3% | -3.2% |
| 3Y | +124.0% | +2,022.0% | -1,898.0% | +88.6% |
| 5Y | +141.0% | +941.2% | -800.2% | +106.5% |
| All | +107.5% | +2,950.3% | -2,842.9% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling