-63.4%
ALB vs URA
+25.6%
-89.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | -5.8% | -1.5% | -4.2% | -5.2% |
| 30D | -4.5% | -10.4% | +5.9% | +0.4% |
| 3M | -28.1% | -29.6% | +1.6% | -15.3% |
| 6M | -53.2% | -40.3% | -12.9% | -40.6% |
| YTD | -33.3% | -25.5% | -7.8% | -25.9% |
| 1Y | -17.4% | -26.4% | +9.0% | -8.3% |
| 3Y | -14.1% | +31.4% | -45.6% | -34.3% |
| All | -63.4% | +25.6% | -89.0% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling