+0.2%
AS vs URA
-35.1%
+35.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.0% |
| 7D | +7.1% | -13.3% | +20.4% | +10.6% |
| 30D | +12.8% | -25.9% | +38.7% | +21.0% |
| 3M | -14.7% | -27.8% | +13.0% | -8.4% |
| 6M | -9.9% | -42.8% | +32.9% | +3.2% |
| YTD | -16.1% | -27.5% | +11.4% | -11.8% |
| 1Y | +0.2% | -35.1% | +35.3% | +9.7% |
| All | +0.2% | -35.1% | +35.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling