+1,362.0%
AMAT vs UAL
+83.8%
+1,278.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -1.6% |
| 7D | +19.3% | +0.7% | +18.6% | +19.2% |
| 30D | -17.9% | +7.8% | -25.7% | -20.0% |
| 3M | -30.4% | -11.1% | -19.3% | -28.0% |
| 6M | -11.4% | +16.1% | -27.5% | -16.0% |
| YTD | +48.8% | -0.5% | +49.3% | +46.9% |
| 1Y | +66.0% | +11.3% | +54.7% | +58.2% |
| 3Y | +158.8% | +192.8% | -34.0% | +71.7% |
| 5Y | +153.2% | +123.3% | +29.9% | +76.3% |
| All | +1,362.0% | +83.8% | +1,278.3% | +941.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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