+883.4%
APH vs URA
+278.3%
+605.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +2.6% |
| 7D | -5.9% | -4.1% | -1.8% | -4.5% |
| 30D | -14.8% | -19.0% | +4.2% | -8.4% |
| 3M | -12.4% | -25.1% | +12.7% | -3.7% |
| 6M | +8.1% | -44.5% | +52.6% | +30.3% |
| YTD | +10.9% | -24.3% | +35.3% | +19.2% |
| 1Y | +8.8% | -28.1% | +36.9% | +18.8% |
| 3Y | +262.1% | +40.7% | +221.4% | +207.8% |
| 5Y | +283.1% | +35.5% | +247.7% | +216.1% |
| All | +883.4% | +278.3% | +605.1% | +442.0% |
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 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