+179.2%
URI vs APTV
-77.0%
+256.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.7% |
| 7D | -9.8% | -10.2% | +0.4% | -5.6% |
| 30D | +1.7% | -10.8% | +12.6% | +6.7% |
| 3M | -9.1% | -14.8% | +5.8% | -3.1% |
| 6M | +9.9% | -30.6% | +40.4% | +25.0% |
| YTD | +31.2% | -48.2% | +79.4% | +70.4% |
| 1Y | +25.9% | -52.0% | +77.9% | +69.8% |
| 3Y | +147.4% | -47.0% | +194.4% | +202.4% |
| All | +179.2% | -77.0% | +256.2% | +417.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling