-74.6%
AXTX vs URA
-21.5%
-53.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -4.0% | -7.7% | -1.5% |
| 7D | +28.3% | -1.5% | +29.9% | +36.4% |
| 30D | -33.9% | -0.4% | -33.6% | -30.5% |
| 3M | -72.3% | +6.3% | -78.5% | -70.6% |
| All | -74.6% | -21.5% | -53.1% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling