+12.4%
AA vs URA
+128.0%
-115.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -0.7% | +1.1% | -1.8% | -1.4% |
| 30D | +5.0% | +7.4% | -2.4% | +0.7% |
| 3M | -35.8% | -8.4% | -27.4% | -33.0% |
| 6M | -18.4% | -12.7% | -5.7% | -13.9% |
| YTD | -5.5% | +7.8% | -13.3% | -12.4% |
| 1Y | +61.0% | +19.5% | +41.5% | +36.8% |
| 3Y | +66.2% | +116.4% | -50.2% | -8.0% |
| All | +12.4% | +128.0% | -115.6% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling