+72.3%
AA vs URI
+158.6%
-86.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +0.9% |
| 7D | +1.1% | +2.4% | -1.3% | +0.2% |
| 30D | -1.3% | +8.9% | -10.1% | -4.9% |
| 3M | -23.9% | +0.8% | -24.7% | -24.5% |
| 6M | -36.8% | +23.1% | -59.9% | -42.9% |
| YTD | -22.2% | +43.1% | -65.2% | -37.6% |
| 1Y | +10.4% | +35.7% | -25.3% | -8.3% |
| All | +72.3% | +158.6% | -86.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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