+202.1%
URI vs ALM
+395.6%
-193.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.2% | -1.6% |
| 7D | -6.0% | -6.3% | +0.4% | -5.6% |
| 30D | +4.6% | -31.4% | +36.0% | +7.1% |
| 3M | -2.7% | -40.6% | +37.9% | +0.2% |
| 6M | +18.4% | -58.6% | +77.0% | +23.7% |
| YTD | +37.4% | -7.6% | +45.0% | +35.4% |
| 1Y | +30.4% | +13.8% | +16.5% | +26.7% |
| 3Y | +147.9% | +842.1% | -694.2% | +102.4% |
| 5Y | +202.1% | +407.4% | -205.3% | +161.1% |
| All | +202.1% | +395.6% | -193.5% | +161.1% |
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