+102.5%
APA vs URA
+20.2%
+82.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +2.3% |
| 7D | -1.7% | +8.1% | -9.8% | -0.5% |
| 30D | +15.7% | +5.8% | +10.0% | +16.9% |
| 3M | +16.5% | +3.4% | +13.0% | +18.0% |
| 6M | +35.1% | -2.6% | +37.7% | +36.8% |
| YTD | +82.2% | +11.2% | +71.1% | +87.6% |
| 1Y | +102.5% | +19.8% | +82.6% | +124.7% |
| All | +102.5% | +20.2% | +82.3% | +124.7% |
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