+244.3%
UAL vs ALM
+3,431.9%
-3,187.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.6% | +5.0% | -4.5% |
| 7D | +5.0% | -14.5% | +19.5% | +5.1% |
| 30D | -1.2% | -39.0% | +37.8% | -1.1% |
| 3M | -16.8% | -40.3% | +23.5% | -16.7% |
| 6M | +18.0% | -60.3% | +78.3% | +18.2% |
| YTD | -1.2% | -9.8% | +8.6% | -1.2% |
| 1Y | +14.3% | +30.8% | -16.4% | +14.2% |
| 3Y | +194.6% | +772.4% | -577.9% | +193.2% |
| 5Y | +109.6% | +390.7% | -281.1% | +108.7% |
| 10Y | +93.1% | +2,028.5% | -1,935.5% | +92.4% |
| All | +244.3% | +3,431.9% | -3,187.6% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling