+43.6%
AMGN vs UAL
-0.3%
+43.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -11.6% | -1.1% | -10.5% | -11.5% |
| 30D | -5.7% | -13.4% | +7.8% | -3.9% |
| 3M | +14.2% | -2.3% | +16.5% | +14.0% |
| 6M | +5.2% | +13.3% | -8.1% | +2.6% |
| YTD | +22.0% | -4.2% | +26.2% | +20.7% |
| 1Y | +43.6% | +1.4% | +42.2% | +37.8% |
| All | +43.6% | -0.3% | +43.9% | +37.8% |
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