+685.0%
AMT vs UAL
+242.1%
+442.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +4.6% | -16.1% | +20.7% | +6.5% |
| 3M | -8.4% | +6.1% | -14.6% | -9.4% |
| 6M | -6.0% | +10.8% | -16.9% | -7.8% |
| YTD | +2.1% | -0.4% | +2.5% | +1.0% |
| 1Y | -6.4% | +5.0% | -11.4% | -8.2% |
| 3Y | +8.1% | +124.0% | -116.0% | -6.2% |
| 5Y | -31.9% | +141.0% | -172.9% | -42.8% |
| 10Y | +97.1% | +118.0% | -20.9% | +53.3% |
| All | +685.0% | +242.1% | +442.9% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling