+248.5%
ALAB vs URI
+63.3%
+185.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +1.1% |
| 7D | -7.5% | -6.0% | -1.5% | -2.7% |
| 30D | -36.8% | +4.6% | -41.4% | -37.9% |
| 3M | -31.9% | -2.7% | -29.2% | -30.0% |
| 6M | +8.2% | +18.4% | -10.2% | -0.8% |
| YTD | +29.9% | +37.4% | -7.4% | +3.9% |
| 1Y | +24.4% | +30.4% | -5.9% | +3.8% |
| All | +248.5% | +63.3% | +185.2% | +108.3% |
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