+56.4%
UAL vs AMRZ
-15.6%
+72.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.3% |
| 7D | +10.2% | -1.1% | +11.3% | +11.1% |
| 30D | +12.0% | +18.3% | -6.3% | +1.3% |
| 3M | -7.1% | -8.0% | +0.9% | -2.4% |
| 6M | +20.9% | -18.7% | +39.6% | +35.7% |
| YTD | +7.7% | -19.8% | +27.5% | +21.9% |
| 1Y | +23.6% | -12.3% | +35.9% | +34.2% |
| All | +56.4% | -15.6% | +72.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling