+78.4%
URI vs AS
+139.2%
-60.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -5.4% |
| 7D | -4.3% | +13.8% | -18.1% | -6.9% |
| 30D | +4.6% | +16.7% | -12.1% | +1.2% |
| 3M | -2.1% | -11.5% | +9.4% | 0.0% |
| 6M | +21.9% | -5.5% | +27.4% | +22.3% |
| YTD | +39.7% | -14.2% | +53.9% | +42.1% |
| 1Y | +32.9% | +2.1% | +30.8% | +29.9% |
| All | +78.4% | +139.2% | -60.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling