-45.7%
APA vs URA
-31.1%
-14.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.2% |
| 3M | +12.7% | -8.4% | +21.1% | +14.5% |
| 6M | +39.4% | -12.7% | +52.1% | +39.2% |
| YTD | +79.0% | +7.8% | +71.2% | +55.7% |
| 1Y | +88.8% | +19.5% | +69.4% | +48.0% |
| 3Y | +6.4% | +116.4% | -110.1% | -47.6% |
| 5Y | +153.0% | +134.3% | +18.7% | +12.3% |
| 10Y | +7.5% | +359.3% | -351.7% | -69.4% |
| All | -45.7% | -31.1% | -14.6% | -68.2% |
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 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