+333.0%
APP vs URA
+128.0%
+205.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +0.9% | +1.1% | -0.2% | +0.2% |
| 30D | -23.3% | +7.4% | -30.7% | -26.8% |
| 3M | -42.6% | -8.4% | -34.2% | -40.5% |
| 6M | -33.6% | -12.7% | -20.9% | -30.6% |
| YTD | -52.4% | +7.8% | -60.2% | -56.4% |
| 1Y | -35.9% | +19.5% | -55.3% | -46.4% |
| 3Y | +642.2% | +116.4% | +525.8% | +313.2% |
| All | +333.0% | +128.0% | +205.0% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling