+216.8%
AGI vs URA
+116.4%
+100.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.9% |
| 7D | +2.2% | +5.7% | -3.5% | -0.3% |
| 30D | +11.3% | +5.6% | +5.7% | +8.6% |
| 3M | +5.6% | +6.2% | -0.6% | +2.9% |
| 6M | -27.7% | -8.2% | -19.4% | -25.4% |
| YTD | -4.1% | +9.7% | -13.7% | -6.5% |
| 1Y | +13.8% | +17.0% | -3.2% | +8.6% |
| All | +216.8% | +116.4% | +100.3% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling