+944.2%
APH vs URA
+277.9%
+666.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +0.4% | +2.9% | -2.5% | -0.4% |
| 30D | -8.0% | -10.8% | +2.8% | -4.2% |
| 3M | -5.0% | -25.5% | +20.5% | +4.7% |
| 6M | +29.9% | -41.2% | +71.1% | +53.9% |
| YTD | +18.0% | -21.3% | +39.2% | +25.1% |
| 1Y | +11.3% | -25.7% | +37.0% | +20.3% |
| 3Y | +274.9% | +43.1% | +231.9% | +216.7% |
| 5Y | +300.6% | +35.6% | +265.0% | +230.5% |
| 10Y | +944.2% | +281.3% | +662.9% | +446.9% |
| All | +944.2% | +277.9% | +666.3% | +446.9% |
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