+128.2%
UAL vs AMCR
+10.1%
+118.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -1.7% |
| 7D | +3.4% | -1.8% | +5.3% | +4.7% |
| 30D | -16.5% | -6.0% | -10.4% | -13.3% |
| 3M | +2.8% | +18.9% | -16.2% | -7.7% |
| 6M | +17.6% | +5.7% | +11.9% | +12.4% |
| YTD | -3.2% | +11.1% | -14.3% | -10.5% |
| 1Y | +0.4% | +12.7% | -12.3% | -8.2% |
| 3Y | +128.2% | +9.6% | +118.6% | +101.1% |
| All | +128.2% | +10.1% | +118.1% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling