-43.0%
APA vs URA
-51.6%
+8.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.7% | +0.5% |
| 7D | -15.5% | -4.1% | -11.4% | -13.7% |
| 30D | +2.4% | -19.0% | +21.4% | +12.6% |
| 3M | +22.8% | -25.1% | +47.9% | +38.3% |
| 6M | +17.9% | -44.5% | +62.4% | +50.2% |
| YTD | +87.7% | -24.3% | +112.0% | +91.4% |
| 1Y | +94.2% | -28.1% | +122.3% | +101.3% |
| 3Y | +27.2% | +40.7% | -13.5% | -22.1% |
| 5Y | +74.1% | +35.5% | +38.7% | +5.1% |
| 10Y | +2.6% | +281.2% | -278.5% | -68.6% |
| All | -43.0% | -51.6% | +8.6% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling