+122.9%
APH vs URI
+200.7%
-77.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.7% | -45.1% | -46.7% |
| 7D | -48.7% | -2.7% | -46.0% | -47.6% |
| 30D | -51.9% | -12.9% | -39.0% | -48.8% |
| 3M | -43.6% | -6.7% | -36.8% | -41.5% |
| 6M | -37.5% | +19.0% | -56.5% | -41.7% |
| YTD | -38.6% | +25.5% | -64.2% | -44.8% |
| 1Y | -26.3% | +5.5% | -31.9% | -29.1% |
| 3Y | +89.2% | +111.3% | -22.1% | +31.4% |
| All | +122.9% | +200.7% | -77.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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