-20.3%
AMT vs UAL
+109.3%
-129.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.8% |
| 7D | +0.5% | +8.2% | -7.6% | +0.2% |
| 30D | +13.6% | +2.3% | +11.3% | +13.5% |
| 3M | +11.5% | -12.7% | +24.2% | +12.0% |
| 6M | +6.9% | +12.7% | -5.8% | +6.1% |
| YTD | +10.8% | +0.8% | +10.0% | +10.2% |
| 1Y | +10.3% | +17.8% | -7.5% | +8.8% |
| 3Y | +12.4% | +206.7% | -194.3% | -2.8% |
| All | -20.3% | +109.3% | -129.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling