+113.4%
AG vs URA
-31.1%
+144.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | +1.0% | +1.1% | -0.1% | +0.3% |
| 30D | +19.2% | +7.4% | +11.8% | +13.6% |
| 3M | +6.2% | -8.4% | +14.5% | +13.4% |
| 6M | -26.7% | -12.7% | -14.0% | -18.8% |
| YTD | +26.1% | +7.8% | +18.3% | +22.7% |
| 1Y | +131.7% | +19.5% | +112.2% | +109.1% |
| 3Y | +255.3% | +116.4% | +138.9% | +111.4% |
| 5Y | +61.9% | +134.3% | -72.3% | -14.7% |
| 10Y | +72.0% | +359.3% | -287.2% | -47.6% |
| All | +113.4% | -31.1% | +144.5% | +125.4% |
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 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