+158.9%
UAL vs AMDL
+47.6%
+111.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +22.3% | -20.2% | -1.4% |
| 7D | +8.2% | -26.2% | +34.4% | +11.3% |
| 30D | +2.3% | -57.1% | +59.4% | +13.6% |
| 3M | -12.7% | -29.8% | +17.2% | -11.3% |
| 6M | +12.7% | -22.2% | +34.9% | +6.5% |
| YTD | +0.8% | +142.1% | -141.3% | -26.2% |
| 1Y | +17.8% | +85.8% | -68.1% | -10.6% |
| All | +158.9% | +47.6% | +111.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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