-11.6%
ALC vs URA
+33.4%
-45.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.7% |
| 7D | +4.9% | -4.1% | +9.0% | +5.5% |
| 30D | +19.0% | -19.0% | +38.0% | +22.4% |
| 3M | +7.8% | -25.1% | +32.9% | +12.0% |
| 6M | +14.6% | -44.5% | +59.1% | +24.4% |
| YTD | -4.4% | -24.3% | +19.9% | -3.3% |
| 1Y | +1.4% | -28.1% | +29.5% | +3.2% |
| 3Y | +2.5% | +40.7% | -38.2% | -16.0% |
| All | -11.6% | +33.4% | -45.0% | -28.6% |
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 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