-5.5%
AS vs URA
-40.7%
+35.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.3% |
| 7D | +13.8% | -10.5% | +24.3% | +15.8% |
| 30D | +16.7% | -18.6% | +35.3% | +20.8% |
| 3M | -11.5% | -23.0% | +11.5% | -8.0% |
| 6M | -5.5% | -40.3% | +34.8% | +6.9% |
| All | -5.5% | -40.7% | +35.2% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling