+37.4%
AGG vs URA
-51.6%
+88.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.6% |
| 7D | -1.4% | +4.5% | -5.9% | -1.5% |
| 30D | +0.9% | -13.4% | +14.3% | +1.0% |
| 3M | -1.2% | -28.4% | +27.2% | -1.1% |
| 6M | -1.4% | -40.5% | +39.0% | -1.3% |
| YTD | -1.4% | -24.3% | +22.9% | -1.3% |
| 1Y | -1.3% | -28.8% | +27.6% | -1.1% |
| 3Y | +13.8% | +37.6% | -23.8% | +13.8% |
| 5Y | -1.6% | +30.7% | -32.2% | -1.6% |
| 10Y | +16.3% | +266.8% | -250.5% | +17.0% |
| All | +37.4% | -51.6% | +88.9% | +34.8% |
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