+520.8%
APP vs URA
+110.3%
+410.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +1.6% |
| 7D | +48.9% | +2.9% | +46.1% | +45.9% |
| 30D | +49.4% | -10.8% | +60.2% | +58.2% |
| 3M | +27.0% | -25.5% | +52.5% | +46.5% |
| 6M | -15.4% | -41.2% | +25.8% | +9.9% |
| YTD | -39.9% | -21.3% | -18.7% | -35.1% |
| 1Y | -32.0% | -25.7% | -6.3% | -24.1% |
| 3Y | +824.3% | +43.1% | +781.3% | +567.0% |
| 5Y | +252.4% | +35.6% | +216.8% | +138.5% |
| All | +520.8% | +110.3% | +410.5% | +254.0% |
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