+101.1%
UAL vs APD
+188.9%
-87.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | +12.5% | -0.2% | +12.7% | +12.8% |
| 30D | +12.2% | +11.0% | +1.2% | +5.3% |
| 3M | -2.6% | +2.0% | -4.6% | -3.9% |
| 6M | +21.1% | +7.1% | +14.0% | +14.9% |
| YTD | +7.8% | +29.8% | -22.0% | -10.7% |
| 1Y | +25.4% | +24.0% | +1.4% | +6.3% |
| 3Y | +217.3% | +27.2% | +190.2% | +158.4% |
| 5Y | +132.9% | +12.8% | +120.1% | +98.3% |
| 10Y | +101.1% | +185.0% | -83.9% | +1.7% |
| All | +101.1% | +188.9% | -87.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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