+33.0%
AA vs URI
+7,377.6%
-7,344.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.1% | +1.8% | -2.6% |
| 7D | -3.7% | -12.9% | +9.2% | +1.5% |
| 30D | -10.8% | -3.4% | -7.4% | -9.8% |
| 3M | -19.1% | -10.0% | -9.1% | -16.2% |
| 6M | -38.7% | +12.2% | -50.9% | -42.1% |
| YTD | -27.1% | +29.8% | -56.9% | -37.0% |
| 1Y | +8.3% | +24.6% | -16.3% | -4.6% |
| 3Y | +49.6% | +137.6% | -88.0% | +2.0% |
| 5Y | -15.5% | +176.6% | -192.1% | -45.4% |
| 10Y | +60.9% | +1,402.6% | -1,341.7% | -40.9% |
| All | +33.0% | +7,377.6% | -7,344.6% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling