+107.5%
UAL vs APA
-3.2%
+110.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +3.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | -16.1% | +23.4% | -39.5% | -21.7% |
| 3M | +6.1% | +12.7% | -6.6% | +0.5% |
| 6M | +10.8% | +39.4% | -28.6% | -4.6% |
| YTD | -0.4% | +79.0% | -79.3% | -21.7% |
| 1Y | +5.0% | +88.8% | -83.8% | -20.0% |
| 3Y | +124.0% | +6.4% | +117.7% | +96.2% |
| 5Y | +141.0% | +153.0% | -12.0% | +44.8% |
| All | +107.5% | -3.2% | +110.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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