+203.4%
URI vs AGI
+385.7%
-182.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -12.9% | +18.2% | -31.2% | -14.9% |
| 3M | -6.7% | -4.1% | -2.6% | -6.7% |
| 6M | +19.0% | -28.7% | +47.7% | +23.3% |
| YTD | +25.5% | -4.0% | +29.5% | +24.2% |
| 1Y | +5.5% | +17.4% | -11.9% | +1.5% |
| 3Y | +111.3% | +203.0% | -91.7% | +69.9% |
| All | +203.4% | +385.7% | -182.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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