+7,705.7%
ALM vs URA
+91.7%
+7,614.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | +32.0% | +7.4% | +24.6% | +30.0% |
| 3M | -15.0% | -8.4% | -6.6% | -13.0% |
| 6M | -10.1% | -12.7% | +2.6% | -6.8% |
| YTD | +99.4% | +7.8% | +91.6% | +102.8% |
| 1Y | +316.4% | +19.5% | +296.9% | +323.0% |
| 3Y | +2,022.0% | +116.4% | +1,905.6% | +1,990.3% |
| 5Y | +941.2% | +134.3% | +806.9% | +924.7% |
| 10Y | +2,950.3% | +359.3% | +2,591.1% | +3,075.0% |
| All | +7,705.7% | +91.7% | +7,614.0% | +1,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling