+101.1%
UAL vs APA
+0.4%
+100.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +12.5% | -5.5% | +18.0% | +14.0% |
| 30D | +12.2% | -1.2% | +13.3% | +11.7% |
| 3M | -2.6% | +10.6% | -13.1% | -6.8% |
| 6M | +21.1% | +28.4% | -7.4% | +8.3% |
| YTD | +7.8% | +89.7% | -81.9% | -17.7% |
| 1Y | +25.4% | +90.6% | -65.2% | -4.8% |
| 3Y | +217.3% | +36.9% | +180.4% | +154.5% |
| 5Y | +132.9% | +83.2% | +49.7% | +56.5% |
| 10Y | +101.1% | -0.1% | +101.2% | +0.2% |
| All | +101.1% | +0.4% | +100.8% | +0.2% |
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