+3,516.3%
ALM vs URA
+38.0%
+3,478.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.4% |
| 7D | -6.3% | +0.3% | -6.6% | -6.3% |
| 30D | -31.4% | -14.8% | -16.6% | -28.6% |
| 3M | -40.6% | -25.3% | -15.3% | -36.0% |
| 6M | -58.6% | -39.9% | -18.7% | -53.3% |
| YTD | -7.6% | -22.4% | +14.8% | +2.0% |
| 1Y | +13.8% | -29.0% | +42.8% | +26.7% |
| 3Y | +842.1% | +41.0% | +801.2% | +910.1% |
| 5Y | +407.4% | +38.3% | +369.1% | +435.8% |
| 10Y | +2,079.4% | +276.1% | +1,803.3% | +2,473.7% |
| All | +3,516.3% | +38.0% | +3,478.3% | +769.1% |
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