-57.8%
UUUU vs ALM
+44.8%
-102.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.4% |
| 7D | -14.4% | -6.4% | -8.0% | -11.4% |
| 30D | -33.6% | -35.0% | +1.3% | -17.1% |
| 3M | -44.2% | -33.8% | -10.4% | -32.5% |
| 6M | -66.8% | -55.0% | -11.8% | -52.1% |
| YTD | -50.6% | -0.2% | -50.4% | -53.7% |
| 1Y | -57.8% | +41.8% | -99.6% | -67.4% |
| All | -57.8% | +44.8% | -102.6% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling