+1,210.8%
URI vs AG
+72.5%
+1,138.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | +2.4% | -4.0% | +6.4% | +3.0% |
| 30D | +8.9% | -13.1% | +21.9% | +10.6% |
| 3M | +0.8% | -22.0% | +22.8% | +3.5% |
| 6M | +23.1% | -37.3% | +60.4% | +28.9% |
| YTD | +43.1% | -11.2% | +54.2% | +41.1% |
| 1Y | +35.7% | +23.9% | +11.7% | +27.8% |
| 3Y | +158.2% | +225.1% | -67.0% | +105.4% |
| 5Y | +212.6% | +7.7% | +204.8% | +175.7% |
| 10Y | +1,210.8% | +86.9% | +1,123.9% | +904.2% |
| All | +1,210.8% | +72.5% | +1,138.3% | +904.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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 · 6 months rolling