+41.0%
ALB vs URA
+283.4%
-242.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -1.2% |
| 7D | +9.1% | -4.1% | +13.2% | +11.0% |
| 30D | -3.4% | -19.0% | +15.6% | +6.4% |
| 3M | -20.6% | -25.1% | +4.5% | -9.6% |
| 6M | -48.2% | -44.5% | -3.7% | -32.4% |
| YTD | -29.2% | -24.3% | -4.9% | -21.9% |
| 1Y | +10.0% | -28.1% | +38.1% | +23.6% |
| 3Y | -12.9% | +40.7% | -53.6% | -32.8% |
| 5Y | -61.3% | +35.5% | -96.7% | -70.9% |
| All | +41.0% | +283.4% | -242.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling