-37.5%
APH vs URI
+20.7%
-58.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.7% | -45.1% | -46.6% |
| 7D | -48.7% | -2.7% | -46.0% | -47.5% |
| 30D | -51.9% | -12.9% | -39.0% | -49.0% |
| 3M | -43.6% | -6.7% | -36.8% | -41.2% |
| 6M | -37.5% | +19.0% | -56.5% | -37.7% |
| All | -37.5% | +20.7% | -58.3% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling