+378.3%
ALM vs URA
+28.3%
+350.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -4.6% |
| 7D | -4.0% | +4.5% | -8.5% | -5.9% |
| 30D | -30.5% | -13.4% | -17.1% | -24.9% |
| 3M | -46.9% | -28.4% | -18.5% | -36.7% |
| 6M | -65.5% | -40.5% | -25.0% | -54.8% |
| YTD | -13.4% | -24.3% | +10.9% | +6.7% |
| 1Y | +9.8% | -28.8% | +38.6% | +37.5% |
| 3Y | +783.1% | +37.6% | +745.5% | +857.4% |
| 5Y | +378.3% | +30.7% | +347.6% | +383.9% |
| All | +378.3% | +28.3% | +350.0% | +383.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling