+48.1%
APA vs URA
+35.4%
+12.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | +8.5% | -1.5% | +10.1% | +8.6% |
| 30D | +2.8% | -10.4% | +13.2% | +3.2% |
| 3M | +21.7% | -29.6% | +51.3% | +23.4% |
| 6M | +32.6% | -40.3% | +72.9% | +36.4% |
| YTD | +103.7% | -25.5% | +129.2% | +99.6% |
| 1Y | +101.8% | -26.4% | +128.2% | +97.7% |
| 3Y | +48.1% | +31.4% | +16.6% | +13.0% |
| All | +48.1% | +35.4% | +12.7% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling