+325.7%
AMGN vs UAL
+80.6%
+245.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +1.1% | -3.0% | +4.2% | +1.4% |
| 30D | +9.3% | +10.5% | -1.2% | +8.4% |
| 3M | +12.1% | -13.5% | +25.6% | +13.2% |
| 6M | +40.3% | +14.2% | +26.0% | +38.3% |
| YTD | +45.2% | -2.2% | +47.4% | +44.4% |
| 1Y | +42.4% | +12.5% | +29.9% | +40.1% |
| 3Y | +91.0% | +186.8% | -95.8% | +71.7% |
| 5Y | +157.4% | +119.4% | +38.0% | +132.3% |
| All | +325.7% | +80.6% | +245.1% | +310.5% |
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 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