+1,237.1%
AAPL vs URA
+369.2%
+867.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -3.0% | +5.7% | -8.7% | -4.3% |
| 30D | +2.3% | +5.6% | -3.3% | +0.7% |
| 3M | +8.6% | +6.2% | +2.4% | +6.3% |
| 6M | +21.6% | -8.2% | +29.8% | +22.3% |
| YTD | +16.3% | +9.7% | +6.6% | +10.3% |
| 1Y | +35.1% | +17.0% | +18.1% | +24.1% |
| 3Y | +79.4% | +118.5% | -39.1% | +31.0% |
| 5Y | +109.8% | +134.3% | -24.5% | +42.2% |
| 10Y | +1,237.1% | +377.5% | +859.6% | +518.2% |
| All | +1,237.1% | +369.2% | +867.8% | +518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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