+21.4%
ALC vs URA
+363.2%
-341.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.6% |
| 7D | -3.7% | +8.1% | -11.8% | -5.1% |
| 30D | -3.7% | +5.8% | -9.5% | -5.0% |
| 3M | +4.6% | +3.4% | +1.1% | +3.3% |
| 6M | -14.6% | -2.6% | -12.0% | -15.6% |
| YTD | -11.9% | +11.2% | -23.0% | -16.2% |
| 1Y | -13.1% | +19.8% | -33.0% | -20.2% |
| 3Y | -15.0% | +121.5% | -136.5% | -36.7% |
| 5Y | -16.2% | +134.5% | -150.6% | -41.6% |
| All | +21.4% | +363.2% | -341.8% | -51.7% |
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