+11.1%
AG vs URA
+33.4%
-22.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | -1.3% |
| 7D | +6.3% | -4.1% | +10.4% | +9.3% |
| 30D | -8.9% | -19.0% | +10.1% | +6.0% |
| 3M | -12.2% | -25.1% | +12.9% | +8.0% |
| 6M | -28.3% | -44.5% | +16.2% | +9.5% |
| YTD | -8.8% | -24.3% | +15.5% | +14.7% |
| 1Y | +39.4% | -28.1% | +67.5% | +80.6% |
| 3Y | +229.4% | +40.7% | +188.7% | +166.0% |
| All | +11.1% | +33.4% | -22.2% | -15.0% |
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