+2,022.9%
ALM vs URA
+278.3%
+1,744.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.6% |
| 7D | -6.7% | -4.1% | -2.5% | -5.2% |
| 30D | -32.9% | -19.0% | -13.9% | -27.6% |
| 3M | -39.5% | -25.1% | -14.4% | -32.6% |
| 6M | -62.0% | -44.5% | -17.5% | -53.2% |
| YTD | -7.8% | -24.3% | +16.5% | +6.7% |
| 1Y | +26.7% | -28.1% | +54.8% | +48.2% |
| 3Y | +825.4% | +40.7% | +784.7% | +870.5% |
| 5Y | +401.2% | +35.5% | +365.8% | +414.5% |
| All | +2,022.9% | +278.3% | +1,744.6% | +3,067.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling