+86.9%
AG vs URA
+277.9%
-191.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.1% |
| 7D | -4.0% | +2.9% | -6.9% | -5.8% |
| 30D | -13.1% | -10.8% | -2.2% | -6.2% |
| 3M | -22.0% | -25.5% | +3.5% | -5.6% |
| 6M | -37.3% | -41.2% | +4.0% | -11.0% |
| YTD | -11.2% | -21.3% | +10.1% | +6.7% |
| 1Y | +23.9% | -25.7% | +49.6% | +53.8% |
| 3Y | +225.1% | +43.1% | +182.1% | +166.9% |
| 5Y | +7.7% | +35.6% | -27.8% | -12.7% |
| 10Y | +86.9% | +281.3% | -194.4% | -30.3% |
| All | +86.9% | +277.9% | -191.0% | -30.3% |
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