+6,893.4%
URI vs APD
+1,548.9%
+5,344.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -2.0% | -2.2% | +0.2% | -0.6% |
| 30D | -12.9% | +2.1% | -15.0% | -14.3% |
| 3M | -6.7% | +7.2% | -13.9% | -11.7% |
| 6M | +19.0% | +11.2% | +7.7% | +9.5% |
| YTD | +25.5% | +24.4% | +1.1% | +6.9% |
| 1Y | +5.5% | +6.7% | -1.1% | -1.7% |
| 3Y | +111.3% | +9.2% | +102.1% | +86.6% |
| 5Y | +198.6% | +27.4% | +171.2% | +137.3% |
| 10Y | +1,179.9% | +164.8% | +1,015.1% | +534.8% |
| All | +6,893.4% | +1,548.9% | +5,344.6% | +1,223.0% |
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