+104.2%
UAL vs AMCR
+16.8%
+87.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.7% |
| 7D | -1.1% | -6.3% | +5.1% | +3.1% |
| 30D | -13.4% | -7.1% | -6.3% | -9.4% |
| 3M | -2.3% | +12.7% | -15.0% | -9.7% |
| 6M | +13.3% | +5.2% | +8.2% | +9.9% |
| YTD | -4.2% | +8.1% | -12.3% | -9.7% |
| 1Y | +1.4% | +11.7% | -10.3% | -6.9% |
| 3Y | +125.8% | +9.9% | +115.9% | +104.5% |
| 5Y | +130.0% | -8.7% | +138.6% | +134.5% |
| 10Y | +104.2% | +16.8% | +87.4% | +66.4% |
| All | +104.2% | +16.8% | +87.4% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling