+192.2%
APLD vs UAL
+147.1%
+45.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.6% | -10.1% | -11.2% |
| 7D | -27.0% | +5.0% | -32.0% | -30.4% |
| 30D | -44.1% | -1.2% | -42.8% | -43.8% |
| 3M | -52.6% | -16.8% | -35.8% | -45.8% |
| 6M | -64.5% | +18.0% | -82.4% | -68.7% |
| YTD | -42.2% | -1.2% | -41.0% | -42.6% |
| 1Y | -57.2% | +14.3% | -71.5% | -61.9% |
| 3Y | +159.5% | +194.6% | -35.0% | -9.0% |
| All | +192.2% | +147.1% | +45.0% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling