+203.4%
URI vs AG
+64.2%
+139.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -12.9% | +19.2% | -32.1% | -15.0% |
| 3M | -6.7% | +6.2% | -12.9% | -8.1% |
| 6M | +19.0% | -26.7% | +45.7% | +22.0% |
| YTD | +25.5% | +26.1% | -0.6% | +18.5% |
| 1Y | +5.5% | +131.7% | -126.1% | -9.1% |
| 3Y | +111.3% | +255.3% | -144.0% | +63.1% |
| All | +203.4% | +64.2% | +139.2% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling