+3,082.3%
ALM vs URA
+369.2%
+2,713.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | +3.6% | +5.7% | -2.1% | +1.8% |
| 30D | +33.8% | +5.6% | +28.2% | +31.5% |
| 3M | +14.8% | +6.2% | +8.6% | +13.5% |
| 6M | -7.0% | -8.2% | +1.3% | -2.6% |
| YTD | +108.1% | +9.7% | +98.4% | +110.8% |
| 1Y | +313.8% | +17.0% | +296.8% | +317.6% |
| 3Y | +2,227.6% | +118.5% | +2,109.1% | +2,002.1% |
| 5Y | +956.6% | +134.3% | +822.3% | +822.2% |
| 10Y | +3,082.3% | +377.5% | +2,704.8% | +2,896.1% |
| All | +3,082.3% | +369.2% | +2,713.0% | +2,896.1% |
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