+333.0%
APP vs URI
+200.7%
+132.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | +0.9% | -2.0% | +2.9% | +1.7% |
| 30D | -23.3% | -12.9% | -10.3% | -18.3% |
| 3M | -42.6% | -6.7% | -35.9% | -41.5% |
| 6M | -33.6% | +19.0% | -52.6% | -41.8% |
| YTD | -52.4% | +25.5% | -78.0% | -60.8% |
| 1Y | -35.9% | +5.5% | -41.4% | -41.7% |
| 3Y | +642.2% | +111.3% | +530.9% | +316.5% |
| All | +333.0% | +200.7% | +132.3% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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