+42.4%
AMGN vs UAL
+10.5%
+31.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +1.1% | -3.0% | +4.2% | +1.5% |
| 30D | +9.3% | +10.5% | -1.2% | +7.7% |
| 3M | +12.1% | -13.5% | +25.6% | +13.8% |
| 6M | +40.3% | +14.2% | +26.0% | +36.9% |
| YTD | +45.2% | -2.2% | +47.4% | +41.8% |
| 1Y | +42.4% | +12.5% | +29.9% | +35.4% |
| All | +42.4% | +10.5% | +31.9% | +35.4% |
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