+0.1%
APA vs URA
+356.0%
-355.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +0.5% | +1.1% | -0.5% | -0.1% |
| 30D | +23.4% | +7.4% | +16.0% | +18.3% |
| 3M | +12.7% | -8.4% | +21.1% | +14.6% |
| 6M | +39.4% | -12.7% | +52.1% | +39.4% |
| YTD | +79.0% | +7.8% | +71.2% | +55.1% |
| 1Y | +88.8% | +19.5% | +69.4% | +46.4% |
| 3Y | +6.4% | +116.4% | -110.1% | -50.8% |
| 5Y | +153.0% | +134.3% | +18.7% | +1.4% |
| All | +0.1% | +356.0% | -355.9% | -77.6% |
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