+206.7%
UAL vs APA
+24.2%
+182.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.9% |
| 7D | +8.2% | -15.5% | +23.7% | +9.2% |
| 30D | +2.3% | +2.4% | -0.1% | +1.7% |
| 3M | -12.7% | +22.8% | -35.5% | -15.1% |
| 6M | +12.7% | +17.9% | -5.2% | +9.4% |
| YTD | +0.8% | +87.7% | -86.9% | -16.7% |
| 1Y | +17.8% | +94.2% | -76.4% | -4.1% |
| 3Y | +206.7% | +27.2% | +179.5% | +135.1% |
| All | +206.7% | +24.2% | +182.5% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling