-36.7%
AUR vs APD
+12.5%
-49.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +0.2% | -3.5% | +3.6% | +2.3% |
| 30D | -8.9% | -5.1% | -3.9% | -6.2% |
| 3M | +4.6% | +6.9% | -2.2% | -0.2% |
| 6M | +44.9% | +8.1% | +36.8% | +35.9% |
| YTD | +64.8% | +21.2% | +43.6% | +42.3% |
| 1Y | +16.4% | +4.9% | +11.5% | +9.8% |
| 3Y | +85.1% | +6.3% | +78.8% | +72.6% |
| 5Y | -36.1% | +24.3% | -60.4% | -50.7% |
| All | -36.7% | +12.5% | -49.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling