+141.4%
APTV vs URA
-10.1%
+151.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.8% | -5.1% |
| 7D | -10.2% | -4.1% | -6.1% | -8.9% |
| 30D | -10.8% | -19.0% | +8.2% | -3.8% |
| 3M | -14.8% | -25.1% | +10.3% | -5.9% |
| 6M | -30.6% | -44.5% | +13.9% | -15.0% |
| YTD | -48.2% | -24.3% | -23.9% | -45.0% |
| 1Y | -52.0% | -28.1% | -23.8% | -48.3% |
| 3Y | -47.0% | +40.7% | -87.7% | -60.0% |
| 5Y | -77.5% | +35.5% | -112.9% | -83.5% |
| 10Y | -27.0% | +281.2% | -308.1% | -69.5% |
| All | +141.4% | -10.1% | +151.5% | +56.4% |
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