+120.4%
AS vs URA
+56.9%
+63.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -19.6% | +7.4% | -27.0% | -21.7% |
| 3M | -14.4% | -8.4% | -6.0% | -12.5% |
| 6M | -20.1% | -12.7% | -7.4% | -17.5% |
| YTD | -20.9% | +7.8% | -28.7% | -25.5% |
| 1Y | -21.9% | +19.5% | -41.3% | -31.4% |
| All | +120.4% | +56.9% | +63.5% | +70.8% |
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 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