+22.7%
ALM vs URA
-27.8%
+50.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.2% | +1.9% | +1.2% |
| 7D | +0.7% | +4.3% | -3.5% | -3.6% |
| 30D | -26.1% | -11.7% | -14.4% | -14.7% |
| 3M | -38.1% | -23.5% | -14.6% | -16.2% |
| 6M | -55.4% | -37.8% | -17.6% | -24.6% |
| YTD | -0.4% | -19.6% | +19.2% | +44.3% |
| All | +22.7% | -27.8% | +50.5% | +88.7% |
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