+25.9%
URI vs APD
+24.7%
+1.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -9.8% | -3.7% | -6.1% | -8.9% |
| 30D | +1.7% | +9.6% | -7.9% | -0.3% |
| 3M | -9.1% | +1.6% | -10.7% | -9.4% |
| 6M | +9.9% | +2.2% | +7.7% | +9.3% |
| YTD | +31.2% | +25.9% | +5.4% | +22.2% |
| 1Y | +25.9% | +20.1% | +5.8% | +17.9% |
| All | +25.9% | +24.7% | +1.3% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling