+500.0%
APP vs UAL
+95.1%
+404.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.8% | +9.0% |
| 7D | +71.2% | +8.2% | +63.1% | +64.9% |
| 30D | +39.1% | +2.3% | +36.7% | +37.0% |
| 3M | +16.5% | -12.7% | +29.2% | +22.4% |
| 6M | -16.6% | +12.7% | -29.2% | -21.4% |
| YTD | -41.9% | +0.8% | -42.8% | -43.4% |
| 1Y | -37.0% | +17.8% | -54.8% | -42.6% |
| 3Y | +892.4% | +206.7% | +685.7% | +472.1% |
| 5Y | +297.3% | +113.9% | +183.4% | +139.6% |
| All | +500.0% | +95.1% | +404.9% | +255.4% |
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