+2,084.7%
ALM vs URA
+277.9%
+1,806.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | -7.2% | +2.9% | -10.0% | -7.9% |
| 30D | -26.4% | -10.8% | -15.5% | -23.0% |
| 3M | -38.6% | -25.5% | -13.1% | -31.4% |
| 6M | -61.0% | -41.2% | -19.8% | -52.8% |
| YTD | -7.4% | -21.3% | +13.9% | +6.0% |
| 1Y | +14.0% | -25.7% | +39.7% | +32.0% |
| 3Y | +844.4% | +43.1% | +801.4% | +879.8% |
| 5Y | +410.8% | +35.6% | +375.2% | +419.4% |
| 10Y | +2,084.7% | +281.3% | +1,803.4% | +2,577.6% |
| All | +2,084.7% | +277.9% | +1,806.8% | +2,577.6% |
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 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