+52.1%
AG vs URA
-50.4%
+102.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -3.1% |
| 7D | +6.0% | +0.3% | +5.7% | +5.5% |
| 30D | -13.5% | -14.8% | +1.2% | -3.6% |
| 3M | -20.7% | -25.3% | +4.6% | -3.6% |
| 6M | -31.5% | -39.9% | +8.4% | -2.8% |
| YTD | -10.1% | -22.4% | +12.3% | +9.1% |
| 1Y | +26.0% | -29.0% | +55.0% | +61.3% |
| 3Y | +228.9% | +41.0% | +187.9% | +163.0% |
| 5Y | +8.7% | +38.3% | -29.7% | -16.0% |
| 10Y | +71.9% | +276.1% | -204.2% | -40.6% |
| All | +52.1% | -50.4% | +102.5% | +100.3% |
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 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