+164.1%
URI vs ALM
+907.8%
-743.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.2% | +6.3% |
| 7D | -4.0% | +0.7% | -4.8% | -4.1% |
| 30D | +6.8% | -26.1% | +32.9% | +8.7% |
| 3M | -2.8% | -38.1% | +35.3% | -0.3% |
| 6M | +20.9% | -55.4% | +76.3% | +25.4% |
| YTD | +40.2% | -0.4% | +40.6% | +37.9% |
| 1Y | +34.1% | +25.4% | +8.7% | +30.1% |
| 3Y | +164.1% | +907.8% | -743.6% | +125.4% |
| All | +164.1% | +907.8% | -743.6% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling