+248.5%
ALAB vs URA
+27.9%
+220.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.5% | +10.9% | +11.3% |
| 7D | -7.5% | +0.3% | -7.8% | -6.7% |
| 30D | -36.8% | -14.8% | -22.0% | -26.9% |
| 3M | -31.9% | -25.3% | -6.5% | -13.1% |
| 6M | +8.2% | -39.9% | +48.1% | +61.9% |
| YTD | +29.9% | -22.4% | +52.4% | +58.9% |
| 1Y | +24.4% | -29.0% | +53.4% | +62.0% |
| All | +248.5% | +27.9% | +220.6% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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