+1,213.1%
URI vs ALM
+2,084.7%
-871.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.6% | -7.2% | +9.7% | +2.9% |
| 30D | +9.1% | -26.4% | +35.4% | +10.5% |
| 3M | +1.0% | -38.6% | +39.6% | +2.9% |
| 6M | +23.3% | -61.0% | +84.3% | +27.3% |
| YTD | +43.3% | -7.4% | +50.7% | +42.3% |
| 1Y | +35.9% | +14.0% | +22.0% | +33.7% |
| 3Y | +158.6% | +844.4% | -685.8% | +131.6% |
| 5Y | +213.1% | +410.8% | -197.7% | +182.9% |
| 10Y | +1,213.1% | +2,084.7% | -871.7% | +1,117.6% |
| All | +1,213.1% | +2,084.7% | -871.7% | +1,117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling