+951.3%
APH vs URA
+307.1%
+644.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.2% | +2.0% | +6.1% |
| 7D | +1.1% | +4.3% | -3.2% | -0.1% |
| 30D | -7.5% | -11.7% | +4.2% | -3.3% |
| 3M | -4.4% | -23.5% | +19.1% | +4.4% |
| 6M | +26.5% | -37.8% | +64.2% | +46.9% |
| YTD | +20.0% | -19.6% | +39.7% | +26.4% |
| 1Y | +16.9% | -24.8% | +41.6% | +25.7% |
| 3Y | +288.5% | +47.0% | +241.5% | +225.5% |
| 5Y | +310.3% | +35.4% | +274.9% | +238.4% |
| 10Y | +951.3% | +302.3% | +648.9% | +461.3% |
| All | +951.3% | +307.1% | +644.2% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling