+189.3%
ALAB vs URI
+54.2%
+135.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -7.1% | -12.5% | -14.9% |
| 7D | -38.2% | -12.9% | -25.3% | -31.7% |
| 30D | -54.0% | -3.4% | -50.5% | -52.5% |
| 3M | -43.6% | -10.0% | -33.6% | -39.2% |
| 6M | -16.8% | +12.2% | -29.0% | -21.1% |
| YTD | +7.9% | +29.8% | -21.9% | -10.7% |
| 1Y | -1.4% | +24.6% | -26.0% | -15.5% |
| All | +189.3% | +54.2% | +135.1% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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