+203.0%
AMAT vs UAL
+127.4%
+75.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -14.8% | -16.1% | +1.3% | -9.9% |
| 3M | -9.3% | +6.1% | -15.4% | -10.9% |
| 6M | +27.4% | +10.8% | +16.5% | +22.5% |
| YTD | +77.6% | -0.4% | +78.0% | +75.1% |
| 1Y | +188.9% | +5.0% | +183.9% | +179.5% |
| All | +203.0% | +127.4% | +75.6% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling