+155.8%
UAL vs AMDL
+95.0%
+60.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | +1.0% |
| 7D | +0.7% | +4.5% | -3.8% | -0.1% |
| 30D | -16.1% | -4.4% | -11.7% | -15.8% |
| 3M | +6.1% | -30.5% | +36.6% | +7.5% |
| 6M | +10.8% | +300.9% | -290.0% | -20.1% |
| YTD | -0.4% | +219.9% | -220.3% | -27.7% |
| 1Y | +5.0% | +374.7% | -369.7% | -32.6% |
| All | +155.8% | +95.0% | +60.7% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling