+142.7%
AMAT vs UAL
+197.6%
-55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.5% |
| 7D | -14.7% | +8.2% | -22.9% | -17.0% |
| 30D | -36.1% | +2.3% | -38.4% | -36.7% |
| 3M | -36.9% | -12.7% | -24.2% | -34.2% |
| 6M | -22.2% | +12.7% | -34.9% | -25.5% |
| YTD | +29.9% | +0.8% | +29.1% | +27.3% |
| 1Y | +43.3% | +17.8% | +25.5% | +34.0% |
| 3Y | +142.7% | +206.7% | -64.0% | +64.5% |
| All | +142.7% | +197.6% | -55.0% | +64.5% |
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