+108.0%
AMGN vs UAL
+131.8%
-23.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -9.8% |
| 7D | -10.3% | +3.4% | -13.7% | -10.5% |
| 30D | -3.8% | -16.5% | +12.7% | -2.4% |
| 3M | +14.4% | +2.8% | +11.6% | +13.9% |
| 6M | +7.8% | +17.6% | -9.7% | +6.0% |
| YTD | +22.6% | -3.2% | +25.8% | +22.0% |
| 1Y | +44.2% | +0.4% | +43.8% | +42.9% |
| 3Y | +65.8% | +128.2% | -62.3% | +51.6% |
| 5Y | +108.0% | +137.7% | -29.7% | +86.0% |
| All | +108.0% | +131.8% | -23.8% | +86.0% |
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