+154.5%
AMGN vs UAL
+109.3%
+45.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -1.2% | +8.2% | -9.4% | -1.9% |
| 30D | +11.5% | +2.3% | +9.1% | +11.2% |
| 3M | +14.4% | -12.7% | +27.1% | +15.5% |
| 6M | +40.9% | +12.7% | +28.2% | +39.1% |
| YTD | +43.5% | +0.8% | +42.7% | +42.3% |
| 1Y | +49.9% | +17.8% | +32.2% | +46.8% |
| 3Y | +84.6% | +206.7% | -122.1% | +64.7% |
| All | +154.5% | +109.3% | +45.2% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling