+7,128.3%
URI vs APD
+1,593.9%
+5,534.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -5.2% |
| 7D | -12.9% | -0.7% | -12.2% | -12.5% |
| 30D | -3.4% | +10.1% | -13.5% | -9.3% |
| 3M | -10.0% | +4.9% | -14.9% | -13.1% |
| 6M | +12.2% | +2.5% | +9.7% | +9.0% |
| YTD | +29.8% | +27.8% | +2.0% | +8.4% |
| 1Y | +24.6% | +32.9% | -8.3% | +0.4% |
| 3Y | +137.6% | +13.4% | +124.2% | +104.0% |
| 5Y | +176.6% | +12.8% | +163.8% | +138.5% |
| 10Y | +1,402.6% | +194.6% | +1,208.0% | +594.4% |
| All | +7,128.3% | +1,593.9% | +5,534.5% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling