+122.9%
APH vs URA
+128.0%
-5.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -48.2% |
| 7D | -48.7% | -4.8% | -43.9% | -48.1% |
| 30D | -51.9% | +7.4% | -59.3% | -53.2% |
| 3M | -43.6% | -8.4% | -35.2% | -42.4% |
| 6M | -37.5% | -12.7% | -24.8% | -35.9% |
| YTD | -38.6% | +7.8% | -46.4% | -41.5% |
| 1Y | -26.3% | +19.5% | -45.8% | -32.6% |
| 3Y | +89.2% | +116.4% | -27.2% | +41.8% |
| All | +122.9% | +128.0% | -5.1% | +59.9% |
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 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