+216.6%
AMGN vs UAL
+98.4%
+118.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | -11.6% | -1.1% | -10.5% | -11.5% |
| 30D | -5.7% | -13.4% | +7.8% | -4.6% |
| 3M | +14.2% | -2.3% | +16.5% | +14.3% |
| 6M | +5.2% | +13.3% | -8.1% | +3.8% |
| YTD | +22.0% | -4.2% | +26.2% | +21.6% |
| 1Y | +43.6% | +1.4% | +42.2% | +42.4% |
| 3Y | +65.0% | +125.8% | -60.8% | +51.1% |
| 5Y | +112.0% | +130.0% | -17.9% | +90.8% |
| 10Y | +216.6% | +104.2% | +112.3% | +192.7% |
| All | +216.6% | +98.4% | +118.1% | +192.7% |
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