+1,993.5%
ALM vs URA
+114.7%
+1,878.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -2.6% | +1.1% | -3.7% | -3.3% |
| 30D | +32.0% | +7.4% | +24.6% | +26.1% |
| 3M | -15.0% | -8.4% | -6.6% | -9.3% |
| 6M | -10.1% | -12.7% | +2.6% | -0.7% |
| YTD | +99.4% | +7.8% | +91.6% | +105.1% |
| 1Y | +316.4% | +19.5% | +296.9% | +325.2% |
| All | +1,993.5% | +114.7% | +1,878.8% | +2,029.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling