+72.6%
AA vs URI
+7,134.6%
-7,062.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.7% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | +5.0% | -12.9% | +17.9% | +10.5% |
| 3M | -35.8% | -6.7% | -29.1% | -34.4% |
| 6M | -18.4% | +19.0% | -37.4% | -26.0% |
| YTD | -5.5% | +25.5% | -31.0% | -16.9% |
| 1Y | +61.0% | +5.5% | +55.4% | +51.1% |
| 3Y | +66.2% | +111.3% | -45.1% | +19.2% |
| 5Y | +11.4% | +198.6% | -187.2% | -29.7% |
| 10Y | +116.9% | +1,179.9% | -1,063.0% | -16.0% |
| All | +72.6% | +7,134.6% | -7,062.0% | -70.9% |
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