+82.6%
URI vs AS
+131.9%
-49.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.7% |
| 7D | +2.4% | -3.0% | +5.4% | +3.1% |
| 30D | +8.9% | +9.6% | -0.7% | +6.7% |
| 3M | +0.8% | -8.2% | +9.0% | +2.3% |
| 6M | +23.1% | -9.9% | +33.0% | +24.8% |
| YTD | +43.1% | -16.8% | +59.8% | +46.5% |
| 1Y | +35.7% | +3.0% | +32.7% | +32.4% |
| All | +82.6% | +131.9% | -49.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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