+22.5%
UAL vs AMCR
+14.2%
+8.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.3% |
| 7D | +2.3% | -8.5% | +10.7% | +10.2% |
| 30D | +13.3% | +6.8% | +6.6% | +7.3% |
| 3M | -6.3% | -5.0% | -1.3% | -1.8% |
| 6M | +22.5% | +13.9% | +8.6% | +1.7% |
| All | +22.5% | +14.2% | +8.3% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling