+12.2%
URI vs ALM
-60.3%
+72.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.6% | +2.4% | -5.9% |
| 7D | -12.9% | -14.5% | +1.6% | -11.3% |
| 30D | -3.4% | -39.0% | +35.6% | +1.9% |
| 3M | -10.0% | -40.3% | +30.2% | -5.5% |
| 6M | +12.2% | -60.3% | +72.5% | +21.1% |
| All | +12.2% | -60.3% | +72.5% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling