+41.8%
ALM vs URA
-32.2%
+73.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +2.3% |
| 7D | -6.4% | -10.5% | +4.1% | +5.6% |
| 30D | -35.0% | -18.6% | -16.3% | -18.6% |
| 3M | -33.8% | -23.0% | -10.8% | -11.7% |
| 6M | -55.0% | -40.3% | -14.7% | -21.4% |
| YTD | -0.2% | -23.5% | +23.2% | +54.1% |
| 1Y | +41.8% | -31.1% | +72.9% | +131.6% |
| All | +41.8% | -32.2% | +73.9% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling