+229.8%
ALNY vs URI
+1,173.3%
-943.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.6% | +5.6% |
| 7D | +5.8% | +6.7% | -0.9% | +4.4% |
| 30D | -26.5% | +8.9% | -35.3% | -28.0% |
| 3M | -27.3% | +0.5% | -27.9% | -27.8% |
| 6M | -43.4% | +20.7% | -64.0% | -46.2% |
| YTD | -58.5% | +40.0% | -98.5% | -62.3% |
| 1Y | -63.6% | +34.4% | -98.0% | -66.7% |
| 3Y | 0.0% | +149.5% | -149.5% | -22.7% |
| 5Y | -3.4% | +205.6% | -209.0% | -30.7% |
| All | +229.8% | +1,173.3% | -943.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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