+36.1%
ALNY vs URI
+215.5%
-179.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -3.5% | +5.0% | -8.5% | -4.4% |
| 30D | +18.9% | -9.4% | +28.3% | +21.1% |
| 3M | -13.3% | -5.8% | -7.5% | -12.7% |
| 6M | -20.3% | +25.8% | -46.1% | -25.0% |
| YTD | -35.1% | +27.9% | -63.0% | -39.5% |
| 1Y | -46.5% | +9.7% | -56.2% | -48.5% |
| 3Y | +28.1% | +128.0% | -99.9% | -1.4% |
| 5Y | +36.1% | +212.4% | -176.3% | -8.5% |
| All | +36.1% | +215.5% | -179.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling