+139.2%
UAL vs APD
+27.6%
+111.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +0.7% | -2.2% | +2.9% | +1.9% |
| 30D | -16.1% | +2.1% | -18.2% | -17.1% |
| 3M | +6.1% | +7.2% | -1.0% | +1.8% |
| 6M | +10.8% | +11.2% | -0.4% | +3.3% |
| YTD | -0.4% | +24.4% | -24.8% | -13.5% |
| 1Y | +5.0% | +6.7% | -1.6% | -0.6% |
| 3Y | +124.0% | +9.2% | +114.8% | +105.8% |
| All | +139.2% | +27.6% | +111.6% | +82.4% |
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