+316.8%
APP vs UAL
+100.3%
+216.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.0% | +2.7% | +7.3% |
| 7D | +4.5% | +11.9% | -7.4% | -0.3% |
| 30D | -3.6% | +5.2% | -8.9% | -5.8% |
| 3M | -35.3% | -12.7% | -22.5% | -31.5% |
| 6M | -42.8% | +28.5% | -71.3% | -48.8% |
| YTD | -59.7% | +3.5% | -63.2% | -60.9% |
| 1Y | -55.4% | +27.5% | -82.9% | -60.5% |
| 3Y | +592.0% | +208.6% | +383.4% | +299.7% |
| 5Y | +175.7% | +135.6% | +40.2% | +64.0% |
| All | +316.8% | +100.3% | +216.5% | +145.3% |
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