+446.2%
APP vs URA
+93.7%
+352.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.3% | +36.3% | +33.8% |
| 7D | +39.7% | -13.3% | +53.0% | +49.8% |
| 30D | +27.7% | -25.9% | +53.6% | +48.7% |
| 3M | -14.8% | -27.8% | +13.0% | -0.5% |
| 6M | -25.5% | -42.8% | +17.3% | -2.6% |
| YTD | -47.2% | -27.5% | -19.7% | -40.5% |
| 1Y | -42.3% | -35.1% | -7.2% | -30.8% |
| 3Y | +806.8% | +31.1% | +775.7% | +584.1% |
| 5Y | +261.6% | +29.8% | +231.9% | +153.9% |
| All | +446.2% | +93.7% | +352.5% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling