+70.7%
AA vs URA
+114.7%
-44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -0.7% | +1.1% | -1.8% | -1.4% |
| 30D | +5.0% | +7.4% | -2.4% | +1.1% |
| 3M | -35.8% | -8.4% | -27.4% | -33.3% |
| 6M | -18.4% | -12.7% | -5.7% | -14.3% |
| YTD | -5.5% | +7.8% | -13.3% | -11.3% |
| 1Y | +61.0% | +19.5% | +41.5% | +39.6% |
| All | +70.7% | +114.7% | -44.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling