+653.5%
APP vs UAL
+127.4%
+526.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | -23.3% | -16.1% | -7.2% | -17.6% |
| 3M | -42.6% | +6.1% | -48.8% | -44.0% |
| 6M | -33.6% | +10.8% | -44.5% | -37.1% |
| YTD | -52.4% | -0.4% | -52.0% | -52.8% |
| 1Y | -35.9% | +5.0% | -40.9% | -38.2% |
| All | +653.5% | +127.4% | +526.2% | +367.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling