+255.6%
UAL vs APA
-14.4%
+270.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.3% |
| 7D | +8.2% | -15.5% | +23.7% | +13.1% |
| 30D | +2.3% | +2.4% | -0.1% | +0.8% |
| 3M | -12.7% | +22.8% | -35.5% | -19.3% |
| 6M | +12.7% | +17.9% | -5.2% | +3.4% |
| YTD | +0.8% | +87.7% | -86.9% | -22.4% |
| 1Y | +17.8% | +94.2% | -76.4% | -10.7% |
| 3Y | +206.7% | +27.2% | +179.5% | +152.9% |
| 5Y | +113.9% | +74.1% | +39.7% | +48.6% |
| 10Y | +97.0% | +2.6% | +94.4% | +17.3% |
| All | +255.6% | -14.4% | +270.1% | +71.8% |
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