+101.1%
UAL vs APTV
-25.9%
+127.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +12.5% | -4.3% | +16.7% | +15.6% |
| 30D | +12.2% | -9.7% | +21.8% | +19.5% |
| 3M | -2.6% | -20.6% | +18.0% | +12.0% |
| 6M | +21.1% | -31.7% | +52.8% | +47.6% |
| YTD | +7.8% | -48.0% | +55.8% | +55.0% |
| 1Y | +25.4% | -52.1% | +77.5% | +90.1% |
| 3Y | +217.3% | -47.9% | +265.2% | +331.0% |
| 5Y | +132.9% | -76.9% | +209.8% | +428.2% |
| 10Y | +101.1% | -26.7% | +127.9% | +120.4% |
| All | +101.1% | -25.9% | +127.1% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling