+10.0%
APD vs URA
+33.4%
-23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.0% |
| 7D | -3.7% | -4.1% | +0.5% | -3.2% |
| 30D | +9.6% | -19.0% | +28.6% | +12.3% |
| 3M | +1.6% | -25.1% | +26.8% | +5.0% |
| 6M | +2.2% | -44.5% | +46.7% | +9.4% |
| YTD | +25.9% | -24.3% | +50.2% | +27.2% |
| 1Y | +20.1% | -28.1% | +48.3% | +22.1% |
| 3Y | +12.4% | +40.7% | -28.3% | -3.8% |
| All | +10.0% | +33.4% | -23.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling