+370.2%
UAL vs AMCR
+106.4%
+263.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | -1.9% | +2.6% | +1.7% |
| 30D | -16.1% | -4.1% | -12.0% | -14.4% |
| 3M | +6.1% | +21.7% | -15.5% | -3.5% |
| 6M | +10.8% | +1.5% | +9.4% | +10.1% |
| YTD | -0.4% | +13.1% | -13.5% | -6.5% |
| 1Y | +5.0% | +16.5% | -11.5% | -3.0% |
| 3Y | +124.0% | +10.3% | +113.8% | +110.0% |
| 5Y | +141.0% | -7.7% | +148.6% | +144.7% |
| 10Y | +118.0% | +24.6% | +93.4% | +92.0% |
| All | +370.2% | +106.4% | +263.7% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling