+251.3%
UAL vs AME
+2,132.3%
-1,880.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.2% |
| 30D | -16.1% | -6.7% | -9.4% | -10.6% |
| 3M | +6.1% | +4.1% | +2.1% | +2.4% |
| 6M | +10.8% | +1.6% | +9.3% | +9.9% |
| YTD | -0.4% | +16.1% | -16.5% | -12.6% |
| 1Y | +5.0% | +27.3% | -22.3% | -15.9% |
| 3Y | +124.0% | +50.9% | +73.2% | +54.2% |
| 5Y | +141.0% | +81.4% | +59.6% | +39.4% |
| 10Y | +118.0% | +417.0% | -299.0% | -51.7% |
| All | +251.3% | +2,132.3% | -1,880.9% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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