+67.9%
AG vs URA
+131.0%
-63.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -3.2% |
| 7D | +4.5% | +8.1% | -3.6% | -1.0% |
| 30D | +12.9% | +5.8% | +7.1% | +8.5% |
| 3M | +20.9% | +3.4% | +17.5% | +18.5% |
| 6M | -19.5% | -2.6% | -16.9% | -17.2% |
| YTD | +24.8% | +11.2% | +13.6% | +19.8% |
| 1Y | +120.2% | +19.8% | +100.4% | +100.7% |
| 3Y | +279.0% | +121.5% | +157.5% | +132.9% |
| 5Y | +67.9% | +134.5% | -66.5% | -3.2% |
| All | +67.9% | +131.0% | -63.1% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling