+34.4%
URI vs ALM
+19.0%
+15.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -2.0% |
| 7D | +6.7% | +1.2% | +5.5% | +6.6% |
| 30D | +8.9% | -19.3% | +28.2% | +10.6% |
| 3M | +0.5% | -40.6% | +41.2% | +4.3% |
| 6M | +20.7% | -57.9% | +78.6% | +26.7% |
| YTD | +40.0% | -6.7% | +46.7% | +35.3% |
| 1Y | +34.4% | +20.2% | +14.2% | +29.6% |
| All | +34.4% | +19.0% | +15.4% | +29.6% |
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 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