+204.5%
URI vs ALC
-9.1%
+213.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.7% |
| 7D | +6.7% | -1.1% | +7.8% | +7.2% |
| 30D | +8.9% | +16.0% | -7.2% | +1.3% |
| 3M | +0.5% | +0.8% | -0.3% | -0.4% |
| 6M | +20.7% | +16.8% | +3.8% | +10.9% |
| YTD | +40.0% | -5.5% | +45.5% | +41.2% |
| 1Y | +34.4% | -5.3% | +39.7% | +35.2% |
| 3Y | +149.5% | +4.1% | +145.4% | +130.5% |
| All | +204.5% | -9.1% | +213.6% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling