+400.4%
ALAB vs URI
+49.2%
+351.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.1% | +8.7% |
| 7D | +7.2% | -2.0% | +9.2% | +8.8% |
| 30D | -2.5% | -12.9% | +10.4% | +6.4% |
| 3M | -13.3% | -6.7% | -6.6% | -8.7% |
| 6M | +172.8% | +19.0% | +153.8% | +143.3% |
| YTD | +86.6% | +25.5% | +61.0% | +56.5% |
| 1Y | +65.2% | +5.5% | +59.6% | +55.5% |
| All | +400.4% | +49.2% | +351.2% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling