+1,135.8%
URI vs APD
+191.9%
+943.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +6.7% | +3.8% | +2.9% | +4.0% |
| 30D | +8.9% | +8.2% | +0.7% | +3.1% |
| 3M | +0.5% | +4.3% | -3.8% | -2.6% |
| 6M | +20.7% | +4.7% | +16.0% | +15.5% |
| YTD | +40.0% | +31.5% | +8.5% | +12.8% |
| 1Y | +34.4% | +23.5% | +10.9% | +12.7% |
| 3Y | +149.5% | +29.1% | +120.4% | +93.1% |
| 5Y | +205.6% | +15.9% | +189.7% | +152.9% |
| All | +1,135.8% | +191.9% | +943.9% | +351.3% |
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