+142.4%
AMT vs UAL
+80.6%
+61.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +1.5% | -3.0% | +4.6% | +1.7% |
| 30D | +6.8% | +10.5% | -3.6% | +6.1% |
| 3M | +11.2% | -13.5% | +24.7% | +12.0% |
| 6M | +12.5% | +14.2% | -1.7% | +11.2% |
| YTD | +12.5% | -2.2% | +14.7% | +11.9% |
| 1Y | +10.1% | +12.5% | -2.4% | +8.5% |
| 3Y | +16.0% | +186.8% | -170.8% | +3.8% |
| 5Y | -17.2% | +119.4% | -136.5% | -25.4% |
| All | +142.4% | +80.6% | +61.9% | +112.9% |
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 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