+27.3%
ALC vs URA
+228.0%
-200.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.4% |
| 7D | -6.3% | +2.9% | -9.1% | -6.9% |
| 30D | +12.6% | -10.8% | +23.4% | +14.7% |
| 3M | -3.8% | -25.5% | +21.7% | +1.0% |
| 6M | +16.8% | -41.2% | +58.1% | +27.8% |
| YTD | -7.6% | -21.3% | +13.7% | -6.7% |
| 1Y | -5.9% | -25.7% | +19.8% | -4.0% |
| 3Y | +0.6% | +43.1% | -42.5% | -17.9% |
| 5Y | -9.5% | +35.6% | -45.0% | -27.8% |
| All | +27.3% | +228.0% | -200.8% | -46.2% |
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