+133.5%
AMT vs UAL
+97.8%
+35.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -2.4% | +2.3% | -4.6% | -2.5% |
| 30D | +4.2% | +13.3% | -9.1% | +3.4% |
| 3M | +13.4% | -6.3% | +19.7% | +13.7% |
| 6M | +9.4% | +22.5% | -13.1% | +7.7% |
| YTD | +11.7% | +5.9% | +5.8% | +10.6% |
| 1Y | +7.1% | +24.7% | -17.5% | +4.9% |
| 3Y | +15.1% | +211.6% | -196.5% | +2.6% |
| 5Y | -17.9% | +130.6% | -148.4% | -26.2% |
| 10Y | +133.5% | +96.5% | +37.1% | +107.2% |
| All | +133.5% | +97.8% | +35.7% | +107.2% |
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