+496.7%
AFL vs URA
-31.1%
+527.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -6.2% | +7.4% | -13.6% | -8.0% |
| 3M | +2.2% | -8.4% | +10.6% | +3.2% |
| 6M | +5.3% | -12.7% | +18.0% | +6.5% |
| YTD | +8.0% | +7.8% | +0.2% | +2.1% |
| 1Y | +10.2% | +19.5% | -9.2% | -0.3% |
| 3Y | +67.1% | +116.4% | -49.3% | +20.7% |
| 5Y | +135.6% | +134.3% | +1.3% | +55.1% |
| 10Y | +299.4% | +359.3% | -59.9% | +86.0% |
| All | +496.7% | -31.1% | +527.8% | +405.9% |
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