+65.7%
URI vs AS
+133.7%
-68.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -6.7% |
| 7D | -12.9% | +7.1% | -20.0% | -14.2% |
| 30D | -3.4% | +12.8% | -16.2% | -5.9% |
| 3M | -10.0% | -14.7% | +4.7% | -7.4% |
| 6M | +12.2% | -9.9% | +22.1% | +13.7% |
| YTD | +29.8% | -16.1% | +45.9% | +32.7% |
| 1Y | +24.6% | +0.2% | +24.4% | +22.3% |
| All | +65.7% | +133.7% | -68.1% | +36.5% |
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