+132.9%
UAL vs APD
+12.4%
+120.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +12.5% | -0.2% | +12.7% | +12.7% |
| 30D | +12.2% | +11.0% | +1.2% | +6.4% |
| 3M | -2.6% | +1.3% | -3.9% | -3.3% |
| 6M | +21.1% | +6.4% | +14.7% | +16.3% |
| YTD | +7.8% | +28.9% | -21.1% | -8.3% |
| 1Y | +25.4% | +23.2% | +2.2% | +9.0% |
| 3Y | +217.3% | +26.3% | +191.0% | +168.2% |
| 5Y | +132.9% | +12.0% | +120.8% | +85.8% |
| All | +132.9% | +12.4% | +120.5% | +85.8% |
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