+32.9%
URI vs ALM
+44.8%
-12.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -4.5% |
| 7D | -4.3% | -6.4% | +2.1% | -3.8% |
| 30D | +4.6% | -35.0% | +39.6% | +8.0% |
| 3M | -2.1% | -33.8% | +31.7% | +0.6% |
| 6M | +21.9% | -55.0% | +76.9% | +27.3% |
| YTD | +39.7% | -0.2% | +39.9% | +34.3% |
| 1Y | +32.9% | +41.8% | -8.9% | +24.5% |
| All | +32.9% | +44.8% | -12.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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