+15.5%
AMT vs UAL
+210.6%
-195.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.3% |
| 7D | +0.4% | +10.2% | -9.8% | +0.7% |
| 30D | +3.7% | +12.0% | -8.3% | +4.2% |
| 3M | +10.7% | -7.1% | +17.8% | +10.5% |
| 6M | +9.3% | +20.9% | -11.6% | +10.2% |
| YTD | +10.9% | +7.7% | +3.3% | +11.4% |
| 1Y | +10.5% | +23.6% | -13.0% | +11.6% |
| 3Y | +15.5% | +222.6% | -207.0% | +11.0% |
| All | +15.5% | +210.6% | -195.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling