+220.6%
APLD vs UAL
+152.2%
+68.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.0% | +7.7% | +8.2% |
| 7D | -12.7% | +8.2% | -20.9% | -18.6% |
| 30D | -34.7% | +2.3% | -37.0% | -36.1% |
| 3M | -46.1% | -12.7% | -33.4% | -40.6% |
| 6M | -64.9% | +12.7% | -77.5% | -68.0% |
| YTD | -36.6% | +0.8% | -37.4% | -37.9% |
| 1Y | -50.0% | +17.8% | -67.7% | -56.4% |
| 3Y | +190.1% | +206.7% | -16.6% | -1.6% |
| All | +220.6% | +152.2% | +68.5% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling