+0.3%
APA vs URA
+278.3%
-278.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.7% | +0.6% |
| 7D | -15.5% | -4.1% | -11.4% | -13.8% |
| 30D | +2.4% | -19.0% | +21.4% | +12.2% |
| 3M | +22.8% | -25.1% | +47.9% | +37.6% |
| 6M | +17.9% | -44.5% | +62.4% | +49.4% |
| YTD | +87.7% | -24.3% | +112.0% | +89.6% |
| 1Y | +94.2% | -28.1% | +122.3% | +99.6% |
| 3Y | +27.2% | +40.7% | -13.5% | -26.6% |
| 5Y | +74.1% | +35.5% | +38.7% | -2.0% |
| All | +0.3% | +278.3% | -278.0% | -74.4% |
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