+32.8%
AA vs URA
-51.6%
+84.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +0.2% |
| 7D | +0.9% | -4.1% | +5.0% | +3.4% |
| 30D | -6.7% | -19.0% | +12.3% | +5.7% |
| 3M | -16.3% | -25.1% | +8.8% | -0.9% |
| 6M | -37.1% | -44.5% | +7.4% | -11.4% |
| YTD | -25.0% | -24.3% | -0.7% | -14.7% |
| 1Y | +8.6% | -28.1% | +36.7% | +27.1% |
| 3Y | +57.2% | +40.7% | +16.6% | +12.0% |
| 5Y | -13.0% | +35.5% | -48.5% | -38.4% |
| 10Y | +65.5% | +281.2% | -215.6% | -41.4% |
| All | +32.8% | -51.6% | +84.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling