+144.6%
URI vs ALC
+4.5%
+140.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.8% |
| 7D | -12.9% | +7.6% | -20.5% | -15.3% |
| 30D | -3.4% | +21.1% | -24.6% | -10.1% |
| 3M | -10.0% | +8.5% | -18.5% | -13.0% |
| 6M | +12.2% | +2.8% | +9.4% | +10.0% |
| YTD | +29.8% | -2.4% | +32.1% | +29.7% |
| 1Y | +24.6% | +3.5% | +21.1% | +21.1% |
| All | +144.6% | +4.5% | +140.2% | +130.1% |
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