+268.0%
APH vs URA
+27.0%
+241.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.1% | -7.5% |
| 7D | -12.7% | -13.3% | +0.6% | -8.1% |
| 30D | -19.2% | -25.9% | +6.7% | -10.2% |
| 3M | -16.7% | -27.8% | +11.1% | -6.9% |
| 6M | +5.1% | -42.8% | +48.0% | +26.2% |
| YTD | +6.6% | -27.5% | +34.1% | +16.3% |
| 1Y | +3.9% | -35.1% | +39.0% | +17.5% |
| 3Y | +246.0% | +31.1% | +215.0% | +198.2% |
| 5Y | +268.0% | +29.8% | +238.2% | +199.1% |
| All | +268.0% | +27.0% | +241.0% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling