+104.2%
UAL vs APTV
-21.3%
+125.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +0.6% |
| 7D | -1.1% | -1.2% | 0.0% | -0.5% |
| 30D | -13.4% | -10.6% | -2.8% | -7.3% |
| 3M | -2.3% | -35.0% | +32.7% | +25.3% |
| 6M | +13.3% | -38.9% | +52.2% | +47.8% |
| YTD | -4.2% | -41.5% | +37.3% | +28.1% |
| 1Y | +1.4% | -45.8% | +47.2% | +42.2% |
| 3Y | +125.8% | -55.7% | +181.5% | +241.8% |
| 5Y | +130.0% | -70.1% | +200.1% | +335.9% |
| 10Y | +104.2% | -19.1% | +123.3% | +111.9% |
| All | +104.2% | -21.3% | +125.5% | +111.9% |
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