+124.8%
ALB vs URA
-50.4%
+175.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.5% |
| 7D | +5.3% | +0.3% | +5.0% | +4.8% |
| 30D | -6.3% | -14.8% | +8.5% | +0.6% |
| 3M | -27.4% | -25.3% | -2.1% | -17.5% |
| 6M | -53.1% | -39.9% | -13.2% | -41.3% |
| YTD | -32.3% | -22.4% | -9.9% | -26.2% |
| 1Y | -7.3% | -29.0% | +21.7% | +4.5% |
| 3Y | -14.9% | +41.0% | -55.9% | -33.6% |
| 5Y | -62.0% | +38.3% | -100.4% | -71.2% |
| 10Y | +33.0% | +276.1% | -243.0% | -42.2% |
| All | +124.8% | -50.4% | +175.2% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling