+179.2%
URI vs ALC
-11.2%
+190.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.1% |
| 7D | -9.8% | +4.9% | -14.7% | -12.0% |
| 30D | +1.7% | +19.0% | -17.2% | -6.4% |
| 3M | -9.1% | +7.8% | -16.8% | -12.7% |
| 6M | +9.9% | +14.6% | -4.7% | +2.0% |
| YTD | +31.2% | -4.4% | +35.7% | +31.8% |
| 1Y | +25.9% | +1.4% | +24.5% | +22.3% |
| 3Y | +147.4% | +2.5% | +144.9% | +131.2% |
| All | +179.2% | -11.2% | +190.4% | +180.0% |
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