+2,205.9%
AMAT vs UAL
+239.3%
+1,966.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.0% | -12.7% |
| 7D | -24.3% | +5.0% | -29.3% | -25.1% |
| 30D | -39.8% | -1.2% | -38.6% | -39.7% |
| 3M | -40.2% | -16.8% | -23.4% | -38.0% |
| 6M | -22.1% | +18.0% | -40.1% | -24.9% |
| YTD | +24.7% | -1.2% | +25.9% | +24.1% |
| 1Y | +33.3% | +14.3% | +18.9% | +28.8% |
| 3Y | +133.9% | +194.6% | -60.7% | +82.6% |
| 5Y | +117.1% | +109.6% | +7.4% | +77.7% |
| 10Y | +1,158.7% | +93.1% | +1,065.6% | +868.9% |
| All | +2,205.9% | +239.3% | +1,966.6% | +1,235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling