+116.5%
UAL vs APD
+16.4%
+100.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.0% | +3.8% | -6.9% | -4.9% |
| 30D | +10.5% | +8.2% | +2.3% | +6.1% |
| 3M | -13.5% | +4.3% | -17.8% | -15.4% |
| 6M | +14.2% | +4.7% | +9.5% | +10.9% |
| YTD | -2.2% | +31.5% | -33.8% | -17.7% |
| 1Y | +12.5% | +23.5% | -11.0% | -2.2% |
| 3Y | +186.8% | +29.1% | +157.7% | +139.5% |
| All | +116.5% | +16.4% | +100.1% | +58.2% |
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 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