+120.5%
URI vs ALC
-13.3%
+133.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.2% |
| 30D | -12.9% | -0.1% | -12.8% | -13.1% |
| 3M | -6.7% | +5.9% | -12.6% | -9.2% |
| 6M | +19.0% | -15.9% | +34.9% | +27.2% |
| YTD | +25.5% | -10.1% | +35.6% | +29.7% |
| 1Y | +5.5% | -10.2% | +15.8% | +8.9% |
| All | +120.5% | -13.3% | +133.8% | +125.5% |
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