+20.3%
APD vs URA
-32.0%
+52.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.5% |
| 7D | -3.7% | -4.1% | +0.5% | -3.6% |
| 30D | +9.6% | -19.0% | +28.6% | +9.8% |
| 3M | +1.6% | -25.1% | +26.8% | +1.9% |
| 6M | +2.2% | -44.5% | +46.7% | +2.5% |
| YTD | +25.9% | -24.3% | +50.2% | +22.7% |
| All | +20.3% | -32.0% | +52.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling