+112.3%
UAL vs ALM
+396.4%
-284.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.9% |
| 7D | +8.2% | -6.7% | +14.8% | +8.8% |
| 30D | +2.3% | -32.9% | +35.2% | +5.5% |
| 3M | -12.7% | -39.5% | +26.8% | -9.7% |
| 6M | +12.7% | -62.0% | +74.7% | +19.4% |
| YTD | +0.8% | -7.8% | +8.7% | -0.1% |
| 1Y | +17.8% | +26.7% | -8.9% | +14.2% |
| 3Y | +206.7% | +825.4% | -618.7% | +157.5% |
| All | +112.3% | +396.4% | -284.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling