+96.5%
UAL vs APA
+4.1%
+92.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.8% |
| 7D | +2.3% | +5.1% | -2.8% | +0.8% |
| 30D | +13.3% | +0.3% | +13.0% | +12.4% |
| 3M | -6.3% | +15.6% | -21.9% | -11.5% |
| 6M | +22.5% | +28.9% | -6.4% | +9.6% |
| YTD | +5.9% | +96.6% | -90.7% | -20.0% |
| 1Y | +24.7% | +95.5% | -70.8% | -6.0% |
| 3Y | +211.6% | +41.8% | +169.8% | +147.3% |
| 5Y | +130.6% | +85.4% | +45.1% | +54.7% |
| 10Y | +96.5% | +4.5% | +91.9% | -3.3% |
| All | +96.5% | +4.1% | +92.3% | -3.3% |
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