+838.6%
AMGN vs UAL
+246.2%
+592.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 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% | +15.6% |
| 6M | +40.9% | +12.7% | +28.2% | +38.9% |
| YTD | +43.5% | +0.8% | +42.7% | +42.4% |
| 1Y | +49.9% | +17.8% | +32.2% | +46.6% |
| 3Y | +84.6% | +206.7% | -122.1% | +62.4% |
| 5Y | +151.6% | +113.9% | +37.8% | +124.3% |
| 10Y | +358.2% | +97.0% | +261.2% | +288.0% |
| All | +838.6% | +246.2% | +592.3% | +542.9% |
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