-5.9%
ALC vs URA
-26.7%
+20.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.1% |
| 7D | -6.3% | +2.9% | -9.1% | -6.2% |
| 30D | +12.6% | -10.8% | +23.4% | +12.6% |
| 3M | -3.8% | -25.5% | +21.7% | -3.7% |
| 6M | +16.8% | -41.2% | +58.1% | +18.1% |
| YTD | -7.6% | -21.3% | +13.7% | -8.8% |
| 1Y | -5.9% | -25.7% | +19.8% | -7.0% |
| All | -5.9% | -26.7% | +20.9% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling