+473.3%
APD vs URA
-53.7%
+527.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.3% | -1.7% |
| 7D | -0.7% | -13.3% | +12.5% | +2.5% |
| 30D | +10.1% | -25.9% | +36.0% | +17.6% |
| 3M | +4.9% | -27.8% | +32.6% | +12.2% |
| 6M | +2.5% | -42.8% | +45.3% | +14.8% |
| YTD | +27.8% | -27.5% | +55.3% | +32.6% |
| 1Y | +32.9% | -35.1% | +68.0% | +41.0% |
| 3Y | +13.4% | +31.1% | -17.7% | -5.2% |
| 5Y | +12.8% | +29.8% | -16.9% | -9.2% |
| 10Y | +194.6% | +265.1% | -70.6% | +55.2% |
| All | +473.3% | -53.7% | +527.0% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling