+2,105.1%
URI vs ALM
+3,431.9%
-1,326.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.6% | +2.4% | -7.1% |
| 7D | -12.9% | -14.5% | +1.6% | -12.9% |
| 30D | -3.4% | -39.0% | +35.6% | -3.2% |
| 3M | -10.0% | -40.3% | +30.2% | -9.8% |
| 6M | +12.2% | -60.3% | +72.5% | +12.6% |
| YTD | +29.8% | -9.8% | +39.5% | +29.7% |
| 1Y | +24.6% | +30.8% | -6.2% | +24.3% |
| 3Y | +137.6% | +772.4% | -634.8% | +134.9% |
| 5Y | +176.6% | +390.7% | -214.1% | +173.7% |
| 10Y | +1,402.6% | +2,028.5% | -625.9% | +1,377.1% |
| All | +2,105.1% | +3,431.9% | -1,326.8% | +2,038.6% |
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