+190.7%
APD vs URA
+277.9%
-87.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.7% |
| 7D | -1.2% | +2.9% | -4.0% | -1.8% |
| 30D | +11.0% | -10.8% | +21.8% | +13.2% |
| 3M | +2.6% | -25.5% | +28.1% | +7.9% |
| 6M | +4.8% | -41.2% | +46.1% | +14.9% |
| YTD | +31.0% | -21.3% | +52.3% | +32.7% |
| 1Y | +23.4% | -25.7% | +49.1% | +26.2% |
| 3Y | +28.4% | +43.1% | -14.7% | +6.5% |
| 5Y | +15.2% | +35.6% | -20.4% | -6.5% |
| 10Y | +190.7% | +281.3% | -90.6% | +54.6% |
| All | +190.7% | +277.9% | -87.2% | +54.6% |
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