+248.5%
UAL vs APD
+792.0%
-543.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.6% | -2.3% |
| 7D | +5.0% | -0.7% | +5.7% | +5.7% |
| 30D | -1.2% | +10.1% | -11.4% | -8.2% |
| 3M | -16.8% | +4.9% | -21.7% | -20.1% |
| 6M | +18.0% | +2.5% | +15.5% | +13.9% |
| YTD | -1.2% | +27.8% | -29.0% | -20.7% |
| 1Y | +14.3% | +32.9% | -18.6% | -12.4% |
| 3Y | +194.6% | +13.4% | +181.2% | +145.2% |
| 5Y | +109.6% | +12.8% | +96.8% | +71.5% |
| 10Y | +93.1% | +194.6% | -101.5% | -34.3% |
| All | +248.5% | +792.0% | -543.4% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling