+267.2%
ALAB vs URI
+68.6%
+198.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.7% |
| 7D | +26.9% | +9.3% | +17.6% | +20.0% |
| 30D | -30.0% | +7.6% | -37.6% | -32.4% |
| 3M | -28.5% | +1.0% | -29.6% | -28.4% |
| 6M | +11.4% | +19.8% | -8.4% | +1.3% |
| YTD | +36.9% | +41.9% | -4.9% | +7.2% |
| 1Y | +44.4% | +33.4% | +11.0% | +18.7% |
| All | +267.2% | +68.6% | +198.6% | +114.9% |
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