+203.4%
URI vs APTV
-67.9%
+271.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +0.2% |
| 7D | -2.0% | +4.8% | -6.8% | -4.1% |
| 30D | -12.9% | +2.0% | -14.9% | -13.9% |
| 3M | -6.7% | -34.2% | +27.5% | +11.4% |
| 6M | +19.0% | -34.7% | +53.7% | +40.5% |
| YTD | +25.5% | -37.0% | +62.5% | +50.2% |
| 1Y | +5.5% | -40.4% | +45.9% | +29.5% |
| 3Y | +111.3% | -54.1% | +165.4% | +186.4% |
| All | +203.4% | -67.9% | +271.3% | +373.1% |
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