+74.6%
AG vs URA
+369.2%
-294.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.9% |
| 7D | -0.1% | +5.7% | -5.8% | -3.8% |
| 30D | +12.5% | +5.6% | +6.9% | +8.4% |
| 3M | +28.2% | +6.2% | +21.9% | +23.6% |
| 6M | -18.8% | -8.2% | -10.6% | -13.3% |
| YTD | +27.4% | +9.7% | +17.7% | +23.2% |
| 1Y | +132.2% | +17.0% | +115.2% | +114.7% |
| 3Y | +286.9% | +118.5% | +168.4% | +140.3% |
| 5Y | +72.8% | +134.3% | -61.6% | -2.5% |
| 10Y | +74.6% | +377.5% | -302.9% | -31.4% |
| All | +74.6% | +369.2% | -294.6% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling