+334.3%
AGI vs URA
+361.2%
-26.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.8% |
| 7D | -5.3% | -1.5% | -3.7% | -4.8% |
| 30D | +6.8% | -0.4% | +7.1% | +6.9% |
| 3M | +8.3% | +6.3% | +2.0% | +5.9% |
| 6M | -29.2% | -14.0% | -15.3% | -25.3% |
| YTD | -7.3% | +5.3% | -12.6% | -8.7% |
| 1Y | +8.0% | +11.7% | -3.6% | +3.8% |
| 3Y | +206.6% | +109.8% | +96.8% | +130.6% |
| 5Y | +398.1% | +108.0% | +290.2% | +260.5% |
| All | +334.3% | +361.2% | -26.9% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling