+17.8%
UAL vs APD
+24.7%
-6.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +8.2% | -3.7% | +11.8% | +8.3% |
| 30D | +2.3% | +9.6% | -7.3% | +2.5% |
| 3M | -12.7% | +1.6% | -14.3% | -12.4% |
| 6M | +12.7% | +2.2% | +10.5% | +12.9% |
| YTD | +0.8% | +25.9% | -25.0% | -1.2% |
| 1Y | +17.8% | +20.1% | -2.4% | +16.2% |
| All | +17.8% | +24.7% | -6.9% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling