+164.1%
URI vs ALC
+2.4%
+161.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.8% |
| 7D | -4.0% | +2.1% | -6.1% | -4.8% |
| 30D | +6.8% | +17.2% | -10.4% | +0.6% |
| 3M | -2.8% | +4.6% | -7.5% | -4.7% |
| 6M | +20.9% | +20.1% | +0.8% | +11.9% |
| YTD | +40.2% | -4.2% | +44.4% | +41.1% |
| 1Y | +34.1% | +2.1% | +32.0% | +30.8% |
| 3Y | +164.1% | +4.5% | +159.7% | +148.5% |
| All | +164.1% | +2.4% | +161.8% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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