+67.0%
APO vs UAL
+109.3%
-42.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.2% |
| 7D | +0.8% | +8.2% | -7.4% | -1.9% |
| 30D | +1.0% | +2.3% | -1.3% | +0.1% |
| 3M | -8.4% | -12.7% | +4.3% | -4.2% |
| 6M | -9.1% | +12.7% | -21.8% | -14.5% |
| YTD | -18.3% | +0.8% | -19.2% | -20.9% |
| 1Y | -8.0% | +17.8% | -25.8% | -16.3% |
| 3Y | +47.1% | +206.7% | -159.6% | -12.2% |
| All | +67.0% | +109.3% | -42.3% | +3.6% |
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 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