+720.4%
AU vs URA
+131.0%
+589.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.2% |
| 7D | +0.6% | +5.7% | -5.1% | -1.8% |
| 30D | +12.3% | +5.6% | +6.7% | +9.7% |
| 3M | +29.4% | +6.2% | +23.1% | +26.4% |
| 6M | +3.2% | -8.2% | +11.5% | +7.0% |
| YTD | +31.8% | +9.7% | +22.1% | +28.8% |
| 1Y | +83.4% | +17.0% | +66.4% | +74.4% |
| 3Y | +623.1% | +118.5% | +504.6% | +440.6% |
| All | +720.4% | +131.0% | +589.4% | +483.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling