+17.8%
UAL vs ALM
+31.8%
-14.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.8% |
| 7D | +8.2% | -6.7% | +14.8% | +9.1% |
| 30D | +2.3% | -32.9% | +35.2% | +7.4% |
| 3M | -12.7% | -39.5% | +26.8% | -8.1% |
| 6M | +12.7% | -62.0% | +74.7% | +23.1% |
| YTD | +0.8% | -7.8% | +8.7% | -1.8% |
| 1Y | +17.8% | +26.7% | -8.9% | +11.5% |
| All | +17.8% | +31.8% | -14.0% | +11.5% |
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