+144.6%
URI vs ALB
-17.6%
+162.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.6% | -10.7% | -7.8% |
| 7D | -12.9% | +5.5% | -18.4% | -13.9% |
| 30D | -3.4% | -7.5% | +4.1% | -2.1% |
| 3M | -10.0% | -16.9% | +6.9% | -7.3% |
| 6M | +12.2% | -49.2% | +61.4% | +26.5% |
| YTD | +29.8% | -29.9% | +59.6% | +34.0% |
| 1Y | +24.6% | +8.2% | +16.4% | +16.0% |
| All | +144.6% | -17.6% | +162.2% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling