+174.0%
AU vs URA
-29.0%
+202.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -2.3% |
| 7D | -0.3% | +8.1% | -8.4% | -3.2% |
| 30D | +12.8% | +5.8% | +7.0% | +10.4% |
| 3M | +28.5% | +3.4% | +25.0% | +27.1% |
| 6M | +4.8% | -2.6% | +7.4% | +6.3% |
| YTD | +31.0% | +11.2% | +19.8% | +27.0% |
| 1Y | +81.4% | +19.8% | +61.6% | +70.5% |
| 3Y | +618.4% | +121.5% | +497.0% | +429.5% |
| 5Y | +686.3% | +134.5% | +551.9% | +441.3% |
| 10Y | +664.5% | +376.7% | +287.8% | +278.2% |
| All | +174.0% | -29.0% | +202.9% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling