+112.3%
UAL vs APD
+11.0%
+101.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.8% |
| 7D | +8.2% | -3.7% | +11.8% | +10.3% |
| 30D | +2.3% | +9.6% | -7.3% | -2.4% |
| 3M | -12.7% | +1.6% | -14.3% | -13.6% |
| 6M | +12.7% | +2.2% | +10.5% | +10.6% |
| YTD | +0.8% | +25.9% | -25.0% | -13.2% |
| 1Y | +17.8% | +20.1% | -2.4% | +3.7% |
| 3Y | +206.7% | +12.4% | +194.3% | +176.0% |
| All | +112.3% | +11.0% | +101.3% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling