+187.8%
APD vs URA
+307.1%
-119.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.1% | +0.9% |
| 7D | -1.6% | +4.3% | -5.8% | -2.4% |
| 30D | +10.6% | -11.7% | +22.3% | +13.0% |
| 3M | +2.5% | -23.5% | +26.1% | +7.3% |
| 6M | +6.0% | -37.8% | +43.7% | +14.9% |
| YTD | +28.4% | -19.6% | +48.1% | +29.6% |
| 1Y | +22.2% | -24.8% | +46.9% | +24.6% |
| 3Y | +26.6% | +47.0% | -20.4% | +4.4% |
| 5Y | +11.8% | +35.4% | -23.6% | -9.1% |
| 10Y | +187.8% | +302.3% | -114.6% | +47.8% |
| All | +187.8% | +307.1% | -119.4% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling