+60.3%
URI vs AS
+120.4%
-60.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.9% |
| 7D | -2.0% | -4.9% | +2.9% | -1.0% |
| 30D | -12.9% | -19.6% | +6.7% | -9.1% |
| 3M | -6.7% | -14.4% | +7.6% | -4.2% |
| 6M | +19.0% | -20.1% | +39.1% | +23.5% |
| YTD | +25.5% | -20.9% | +46.5% | +30.2% |
| 1Y | +5.5% | -21.9% | +27.4% | +9.4% |
| All | +60.3% | +120.4% | -60.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling