+370.2%
UAL vs AMCR
+100.2%
+269.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -8.0% | -1.7% |
| 3Y | +124.0% | +6.9% | +117.1% | +113.0% |
| 5Y | +141.0% | -10.5% | +151.4% | +148.2% |
| 10Y | +118.0% | +20.9% | +97.1% | +94.7% |
| All | +370.2% | +100.2% | +269.9% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling