+844.5%
APH vs UAL
+90.6%
+753.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.8% | -8.2% |
| 7D | -12.7% | +5.0% | -17.7% | -13.9% |
| 30D | -19.2% | -1.2% | -17.9% | -19.1% |
| 3M | -16.7% | -16.8% | +0.1% | -13.3% |
| 6M | +5.1% | +18.0% | -12.8% | +0.3% |
| YTD | +6.6% | -1.2% | +7.7% | +5.3% |
| 1Y | +3.9% | +14.3% | -10.4% | -1.0% |
| 3Y | +246.0% | +194.6% | +51.5% | +153.4% |
| 5Y | +268.0% | +109.6% | +158.4% | +180.3% |
| All | +844.5% | +90.6% | +753.9% | +607.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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