+14.6%
ALC vs URA
-41.6%
+56.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -1.7% |
| 7D | +4.9% | -4.1% | +9.0% | +4.6% |
| 30D | +19.0% | -19.0% | +38.0% | +17.4% |
| 3M | +7.8% | -25.1% | +32.9% | +6.1% |
| 6M | +14.6% | -44.5% | +59.1% | +10.3% |
| All | +14.6% | -41.6% | +56.1% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling