+892.4%
APP vs URA
+36.0%
+856.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.5% | +7.7% |
| 7D | +71.2% | -4.1% | +75.3% | +73.8% |
| 30D | +39.1% | -19.0% | +58.1% | +54.4% |
| 3M | +16.5% | -25.1% | +41.7% | +33.3% |
| 6M | -16.6% | -44.5% | +27.9% | +11.1% |
| YTD | -41.9% | -24.3% | -17.6% | -36.4% |
| 1Y | -37.0% | -28.1% | -8.9% | -28.8% |
| 3Y | +892.4% | +40.7% | +851.8% | +647.2% |
| All | +892.4% | +36.0% | +856.5% | +647.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling