+883.4%
APH vs UAL
+94.5%
+788.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.6% |
| 7D | -5.9% | +8.2% | -14.1% | -7.9% |
| 30D | -14.8% | +2.3% | -17.1% | -15.5% |
| 3M | -12.4% | -12.7% | +0.3% | -9.9% |
| 6M | +8.1% | +12.7% | -4.6% | +4.3% |
| YTD | +10.9% | +0.8% | +10.1% | +9.1% |
| 1Y | +8.8% | +17.8% | -9.0% | +3.0% |
| 3Y | +262.1% | +206.7% | +55.4% | +162.6% |
| 5Y | +283.1% | +113.9% | +169.3% | +190.4% |
| All | +883.4% | +94.5% | +788.9% | +632.6% |
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