+1,218.8%
URI vs APD
+192.6%
+1,026.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +4.8% | +5.5% |
| 7D | -4.0% | -1.6% | -2.5% | -2.9% |
| 30D | +6.8% | +10.6% | -3.8% | -0.4% |
| 3M | -2.8% | +2.5% | -5.3% | -4.8% |
| 6M | +20.9% | +6.0% | +14.9% | +14.5% |
| YTD | +40.2% | +28.4% | +11.8% | +14.9% |
| 1Y | +34.1% | +22.2% | +11.9% | +13.2% |
| 3Y | +164.1% | +26.6% | +137.6% | +107.2% |
| 5Y | +199.3% | +11.8% | +187.6% | +154.5% |
| 10Y | +1,218.8% | +187.8% | +1,031.1% | +419.7% |
| All | +1,218.8% | +192.6% | +1,026.3% | +419.7% |
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