+946.8%
APO vs URA
+371.9%
+574.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.5% |
| 7D | +0.1% | +8.1% | -8.0% | -2.8% |
| 30D | +3.9% | +5.8% | -1.9% | +1.5% |
| 3M | +3.8% | +3.4% | +0.3% | +1.6% |
| 6M | +22.3% | -2.6% | +24.9% | +20.5% |
| YTD | -7.8% | +11.2% | -19.0% | -15.2% |
| 1Y | -0.3% | +19.8% | -20.2% | -12.9% |
| 3Y | +57.1% | +121.5% | -64.3% | +1.9% |
| 5Y | +137.0% | +134.5% | +2.5% | +42.1% |
| 10Y | +946.8% | +376.7% | +570.2% | +267.7% |
| All | +946.8% | +371.9% | +574.9% | +267.7% |
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