+791.3%
AMGN vs UAL
+242.1%
+549.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.8% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +7.8% | -16.1% | +23.9% | +9.4% |
| 3M | +27.3% | +6.1% | +21.1% | +26.3% |
| 6M | +16.8% | +10.8% | +6.0% | +15.2% |
| YTD | +36.3% | -0.4% | +36.7% | +35.4% |
| 1Y | +60.4% | +5.0% | +55.4% | +58.4% |
| 3Y | +86.3% | +124.0% | -37.7% | +68.5% |
| 5Y | +125.7% | +141.0% | -15.3% | +98.9% |
| 10Y | +247.0% | +118.0% | +129.0% | +191.1% |
| All | +791.3% | +242.1% | +549.2% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling