+500.0%
APP vs URA
+102.2%
+397.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.5% | +7.5% |
| 7D | +71.2% | -4.1% | +75.3% | +73.9% |
| 30D | +39.1% | -19.0% | +58.1% | +54.9% |
| 3M | +16.5% | -25.1% | +41.7% | +33.8% |
| 6M | -16.6% | -44.5% | +27.9% | +11.6% |
| YTD | -41.9% | -24.3% | -17.6% | -36.0% |
| 1Y | -37.0% | -28.1% | -8.9% | -28.4% |
| 3Y | +892.4% | +40.7% | +851.8% | +622.0% |
| 5Y | +297.3% | +35.5% | +261.8% | +173.0% |
| All | +500.0% | +102.2% | +397.8% | +249.3% |
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