+248.5%
UAL vs APA
-16.6%
+265.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.9% |
| 7D | +5.0% | -15.6% | +20.6% | +9.8% |
| 30D | -1.2% | -0.9% | -0.3% | -1.8% |
| 3M | -16.8% | +26.1% | -42.9% | -23.8% |
| 6M | +18.0% | +6.1% | +11.9% | +11.4% |
| YTD | -1.2% | +82.8% | -84.0% | -23.4% |
| 1Y | +14.3% | +106.5% | -92.2% | -15.3% |
| 3Y | +194.6% | +21.9% | +172.7% | +146.1% |
| 5Y | +109.6% | +69.7% | +40.0% | +46.7% |
| 10Y | +93.1% | 0.0% | +93.1% | +15.8% |
| All | +248.5% | -16.6% | +265.2% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling