+4,653.9%
URI vs APTV
+142.1%
+4,511.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +2.6% | -8.9% | +11.5% | +8.2% |
| 30D | +9.1% | -9.5% | +18.6% | +15.0% |
| 3M | +1.0% | -20.6% | +21.6% | +14.2% |
| 6M | +23.3% | -28.9% | +52.2% | +43.3% |
| YTD | +43.3% | -48.2% | +91.5% | +97.3% |
| 1Y | +35.9% | -51.7% | +87.6% | +95.0% |
| 3Y | +158.6% | -48.1% | +206.7% | +233.7% |
| 5Y | +213.1% | -76.7% | +289.8% | +537.0% |
| 10Y | +1,213.1% | -25.6% | +1,238.7% | +1,004.2% |
| All | +4,653.9% | +142.1% | +4,511.8% | +1,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling