+207.4%
ALAB vs URI
+56.0%
+151.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.1% | +5.5% |
| 7D | -26.3% | -9.8% | -16.5% | -20.5% |
| 30D | -50.1% | +1.7% | -51.9% | -50.2% |
| 3M | -42.5% | -9.1% | -33.4% | -38.4% |
| 6M | -10.8% | +9.9% | -20.7% | -14.4% |
| YTD | +14.6% | +31.2% | -16.6% | -5.7% |
| 1Y | +17.1% | +25.9% | -8.8% | -0.4% |
| All | +207.4% | +56.0% | +151.5% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling