+203.4%
URI vs ALM
+951.0%
-747.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -2.0% | -2.6% | +0.6% | -1.8% |
| 30D | -12.9% | +32.0% | -45.0% | -14.6% |
| 3M | -6.7% | -15.0% | +8.3% | -6.5% |
| 6M | +19.0% | -10.1% | +29.1% | +18.0% |
| YTD | +25.5% | +99.4% | -73.9% | +18.1% |
| 1Y | +5.5% | +316.4% | -310.8% | -5.3% |
| 3Y | +111.3% | +2,022.0% | -1,910.7% | +62.1% |
| All | +203.4% | +951.0% | -747.6% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling