+198.7%
UAL vs AMC
-98.1%
+296.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.2% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | -16.1% | -0.7% | -15.4% | -16.1% |
| 3M | +6.1% | +35.2% | -29.1% | +2.5% |
| 6M | +10.8% | +124.6% | -113.7% | +2.4% |
| YTD | -0.4% | +69.9% | -70.3% | -6.2% |
| 1Y | +5.0% | -2.6% | +7.6% | +2.9% |
| 3Y | +124.0% | -79.8% | +203.8% | +133.6% |
| 5Y | +141.0% | -99.4% | +240.4% | +195.0% |
| 10Y | +118.0% | -98.9% | +216.9% | +104.2% |
| All | +198.7% | -98.1% | +296.8% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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