+313.6%
AMGN vs UAL
+99.2%
+214.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.7% | +0.5% |
| 7D | 0.0% | +10.2% | -10.2% | -0.8% |
| 30D | +12.1% | +12.0% | +0.1% | +11.0% |
| 3M | +13.9% | -7.1% | +21.0% | +14.3% |
| 6M | +42.1% | +20.9% | +21.3% | +39.5% |
| YTD | +45.0% | +7.7% | +37.4% | +43.1% |
| 1Y | +49.3% | +23.6% | +25.8% | +45.8% |
| 3Y | +92.8% | +222.6% | -129.8% | +71.7% |
| 5Y | +156.7% | +127.9% | +28.8% | +131.1% |
| All | +313.6% | +99.2% | +214.4% | +287.8% |
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