+129.8%
UAL vs APA
+5.6%
+124.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | -16.1% | +23.4% | -39.5% | -18.1% |
| 3M | +6.1% | +12.7% | -6.6% | +4.5% |
| 6M | +10.8% | +39.4% | -28.6% | +0.9% |
| YTD | -0.4% | +79.0% | -79.3% | -16.0% |
| 1Y | +5.0% | +88.8% | -83.8% | -14.1% |
| All | +129.8% | +5.6% | +124.2% | +70.4% |
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