+35.9%
URI vs APD
+24.7%
+11.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.9% |
| 7D | +2.6% | -1.2% | +3.7% | +2.9% |
| 30D | +9.1% | +11.0% | -2.0% | +6.3% |
| 3M | +1.0% | +2.6% | -1.6% | +0.3% |
| 6M | +23.3% | +4.8% | +18.5% | +22.1% |
| YTD | +43.3% | +31.0% | +12.3% | +31.9% |
| 1Y | +35.9% | +23.4% | +12.5% | +27.5% |
| All | +35.9% | +24.7% | +11.2% | +27.5% |
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