+1,218.8%
URI vs ALM
+2,221.4%
-1,002.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.2% | +6.5% |
| 7D | -4.0% | +0.7% | -4.8% | -4.0% |
| 30D | +6.8% | -26.1% | +32.9% | +8.1% |
| 3M | -2.8% | -38.1% | +35.3% | -1.1% |
| 6M | +20.9% | -55.4% | +76.3% | +24.1% |
| YTD | +40.2% | -0.4% | +40.6% | +38.8% |
| 1Y | +34.1% | +25.4% | +8.7% | +31.4% |
| 3Y | +164.1% | +907.8% | -743.6% | +136.0% |
| 5Y | +199.3% | +440.2% | -240.8% | +169.8% |
| 10Y | +1,218.8% | +2,031.1% | -812.3% | +1,116.5% |
| All | +1,218.8% | +2,221.4% | -1,002.6% | +1,116.5% |
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 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