+47.7%
AMGN vs UAL
+21.5%
+26.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +12.5% | -11.6% | -0.8% |
| 30D | +12.1% | +12.2% | -0.1% | +10.2% |
| 3M | +12.2% | -2.6% | +14.7% | +12.0% |
| 6M | +42.1% | +21.1% | +21.1% | +37.9% |
| YTD | +45.0% | +7.8% | +37.2% | +39.9% |
| 1Y | +47.7% | +25.4% | +22.3% | +40.8% |
| All | +47.7% | +21.5% | +26.2% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling