+2,760.7%
APH vs URA
-31.1%
+2,791.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | -3.9% | +7.4% | -11.3% | -6.3% |
| 3M | +13.0% | -8.4% | +21.4% | +15.8% |
| 6M | +25.2% | -12.7% | +37.9% | +29.2% |
| YTD | +22.9% | +7.8% | +15.1% | +17.3% |
| 1Y | +47.8% | +19.5% | +28.4% | +34.9% |
| 3Y | +283.0% | +116.4% | +166.6% | +179.3% |
| 5Y | +349.7% | +134.3% | +215.4% | +201.6% |
| 10Y | +1,061.2% | +359.3% | +702.0% | +466.6% |
| All | +2,760.7% | -31.1% | +2,791.8% | +2,303.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling