+5.5%
URI vs APTV
-39.9%
+45.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +0.9% |
| 7D | -2.0% | +4.8% | -6.8% | -3.1% |
| 30D | -12.9% | +2.0% | -14.9% | -13.4% |
| 3M | -6.7% | -34.2% | +27.5% | +4.7% |
| 6M | +19.0% | -34.7% | +53.7% | +34.0% |
| YTD | +25.5% | -37.0% | +62.5% | +41.8% |
| 1Y | +5.5% | -40.4% | +45.9% | +17.7% |
| All | +5.5% | -39.9% | +45.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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