+247.2%
AMAT vs UAL
+142.0%
+105.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | -16.1% | +1.3% | -9.3% |
| 3M | -9.3% | +6.1% | -15.4% | -11.2% |
| 6M | +27.4% | +10.8% | +16.5% | +21.7% |
| YTD | +77.6% | -0.4% | +78.0% | +75.0% |
| 1Y | +188.9% | +5.0% | +183.9% | +178.1% |
| 3Y | +202.3% | +124.0% | +78.3% | +105.5% |
| All | +247.2% | +142.0% | +105.2% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling