+2,033.4%
URI vs ALM
+7,705.7%
-5,672.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | -12.9% | +32.0% | -45.0% | -13.1% |
| 3M | -6.7% | -15.0% | +8.3% | -6.7% |
| 6M | +19.0% | -10.1% | +29.1% | +18.9% |
| YTD | +25.5% | +99.4% | -73.9% | +25.0% |
| 1Y | +5.5% | +316.4% | -310.8% | +4.7% |
| 3Y | +111.3% | +2,022.0% | -1,910.7% | +108.0% |
| 5Y | +198.6% | +941.2% | -742.6% | +194.3% |
| 10Y | +1,179.9% | +2,950.3% | -1,770.4% | +1,154.6% |
| All | +2,033.4% | +7,705.7% | -5,672.3% | +1,961.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling