+25.4%
UAL vs ALM
+12.3%
+13.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +1.1% |
| 7D | +12.5% | -6.3% | +18.8% | +13.4% |
| 30D | +12.2% | -31.4% | +43.6% | +17.4% |
| 3M | -2.6% | -40.6% | +38.0% | +2.7% |
| 6M | +21.1% | -58.6% | +79.7% | +30.7% |
| YTD | +7.8% | -7.6% | +15.4% | +5.1% |
| 1Y | +25.4% | +13.8% | +11.6% | +20.6% |
| All | +25.4% | +12.3% | +13.1% | +20.6% |
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