+520.8%
APP vs UAL
+104.8%
+416.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.2% | +3.1% |
| 7D | +48.9% | +2.3% | +46.7% | +46.9% |
| 30D | +49.4% | +13.3% | +36.1% | +41.0% |
| 3M | +27.0% | -6.3% | +33.3% | +29.5% |
| 6M | -15.4% | +22.5% | -37.9% | -23.0% |
| YTD | -39.9% | +5.9% | -45.8% | -42.6% |
| 1Y | -32.0% | +24.7% | -56.6% | -39.4% |
| 3Y | +824.3% | +211.6% | +612.8% | +429.4% |
| 5Y | +252.4% | +130.6% | +121.9% | +107.6% |
| All | +520.8% | +104.8% | +416.0% | +260.2% |
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