+24.6%
AR vs URA
+36.0%
-11.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | -14.3% | -4.1% | -10.1% | -13.8% |
| 30D | +1.4% | -19.0% | +20.4% | +4.3% |
| 3M | +3.4% | -25.1% | +28.5% | +7.1% |
| 6M | -2.1% | -44.5% | +42.4% | +6.5% |
| YTD | +4.7% | -24.3% | +29.0% | +3.2% |
| 1Y | +10.6% | -28.1% | +38.7% | +10.3% |
| 3Y | +24.6% | +40.7% | -16.1% | -9.0% |
| All | +24.6% | +36.0% | -11.4% | -9.0% |
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