+251.3%
UAL vs APD
+768.3%
-516.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | +0.7% | -2.2% | +2.9% | +2.4% |
| 30D | -16.1% | +2.1% | -18.2% | -17.6% |
| 3M | +6.1% | +7.2% | -1.0% | -0.3% |
| 6M | +10.8% | +11.2% | -0.4% | 0.0% |
| YTD | -0.4% | +24.4% | -24.8% | -18.2% |
| 1Y | +5.0% | +6.7% | -1.6% | -4.3% |
| 3Y | +124.0% | +9.2% | +114.8% | +92.5% |
| 5Y | +141.0% | +27.4% | +113.6% | +77.9% |
| 10Y | +118.0% | +164.8% | -46.8% | -18.7% |
| All | +251.3% | +768.3% | -516.9% | -58.5% |
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