+188.0%
APD vs URA
+272.4%
-84.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +1.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +11.0% | -14.8% | +25.8% | +14.2% |
| 3M | +2.0% | -25.3% | +27.3% | +7.2% |
| 6M | +7.1% | -39.9% | +47.0% | +16.8% |
| YTD | +29.8% | -22.4% | +52.2% | +31.8% |
| 1Y | +24.0% | -29.0% | +53.0% | +28.1% |
| 3Y | +27.2% | +41.0% | -13.8% | +5.8% |
| 5Y | +12.8% | +38.3% | -25.6% | -9.2% |
| All | +188.0% | +272.4% | -84.4% | +53.6% |
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