+458.1%
APD vs URA
-31.1%
+489.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | +2.1% | +7.4% | -5.3% | +0.2% |
| 3M | +7.2% | -8.4% | +15.6% | +8.5% |
| 6M | +11.2% | -12.7% | +24.0% | +12.8% |
| YTD | +24.4% | +7.8% | +16.6% | +18.4% |
| 1Y | +6.7% | +19.5% | -12.8% | -2.8% |
| 3Y | +9.2% | +116.4% | -107.2% | -19.0% |
| 5Y | +27.4% | +134.3% | -106.9% | -12.7% |
| 10Y | +164.8% | +359.3% | -194.4% | +34.7% |
| All | +458.1% | -31.1% | +489.2% | +348.0% |
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 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