+94.2%
APA vs URA
-31.4%
+125.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.7% | +3.2% |
| 7D | -15.5% | -4.1% | -11.4% | -16.1% |
| 30D | +2.4% | -19.0% | +21.4% | -0.6% |
| 3M | +22.8% | -25.1% | +47.9% | +18.1% |
| 6M | +17.9% | -44.5% | +62.4% | +11.3% |
| YTD | +87.7% | -24.3% | +112.0% | +78.0% |
| 1Y | +94.2% | -28.1% | +122.3% | +85.2% |
| All | +94.2% | -31.4% | +125.5% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling