+131.8%
APA vs AUR
-34.9%
+166.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.6% |
| 7D | -1.7% | +19.2% | -20.9% | -3.1% |
| 30D | +15.7% | -7.8% | +23.5% | +16.2% |
| 3M | +16.5% | +4.0% | +12.5% | +15.5% |
| 6M | +35.1% | +45.0% | -9.9% | +28.8% |
| YTD | +82.2% | +69.5% | +12.7% | +70.8% |
| 1Y | +102.5% | +13.0% | +89.4% | +96.2% |
| 3Y | +10.3% | +90.4% | -80.0% | -4.0% |
| 5Y | +166.1% | -34.2% | +200.3% | +117.8% |
| All | +131.8% | -34.9% | +166.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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