+179.2%
URI vs APA
+71.7%
+107.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.4% |
| 7D | -9.8% | -15.5% | +5.7% | -5.7% |
| 30D | +1.7% | +2.4% | -0.6% | +0.8% |
| 3M | -9.1% | +22.8% | -31.8% | -14.9% |
| 6M | +9.9% | +17.9% | -8.1% | +2.9% |
| YTD | +31.2% | +87.7% | -56.5% | +3.8% |
| 1Y | +25.9% | +94.2% | -68.3% | -1.9% |
| 3Y | +147.4% | +27.2% | +120.2% | +110.5% |
| All | +179.2% | +71.7% | +107.5% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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