+94.2%
AMT vs UAL
+115.8%
-21.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +4.6% | -16.1% | +20.7% | +5.6% |
| 3M | -8.4% | +6.1% | -14.6% | -9.0% |
| 6M | -6.0% | +10.8% | -16.9% | -7.0% |
| YTD | +2.1% | -0.4% | +2.5% | +1.5% |
| 1Y | -6.4% | +5.0% | -11.4% | -7.4% |
| 3Y | +8.1% | +124.0% | -116.0% | -1.2% |
| 5Y | -31.9% | +141.0% | -172.9% | -39.2% |
| All | +94.2% | +115.8% | -21.6% | +58.1% |
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