+133.7%
AMT vs UAL
+99.5%
+34.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.6% | +12.5% | -10.8% | +1.0% |
| 30D | +4.5% | +12.2% | -7.7% | +3.7% |
| 3M | +13.8% | -2.6% | +16.4% | +13.8% |
| 6M | +10.0% | +21.1% | -11.0% | +8.5% |
| YTD | +11.8% | +7.8% | +3.9% | +10.5% |
| 1Y | +10.2% | +25.4% | -15.2% | +8.0% |
| 3Y | +15.1% | +217.3% | -202.2% | +2.6% |
| 5Y | -18.8% | +132.9% | -151.7% | -27.1% |
| 10Y | +133.7% | +101.1% | +32.6% | +104.8% |
| All | +133.7% | +99.5% | +34.2% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling