+497.8%
UUUU vs ALM
+2,776.7%
-2,278.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -5.1% |
| 7D | -5.0% | -7.1% | +2.1% | -4.1% |
| 30D | -7.8% | +24.7% | -32.5% | -10.6% |
| 3M | -0.4% | +8.3% | -8.7% | -1.9% |
| 6M | -32.9% | -22.2% | -10.7% | -31.4% |
| YTD | -6.3% | +88.1% | -94.3% | -11.6% |
| 1Y | +7.9% | +272.4% | -264.4% | -2.9% |
| 3Y | +85.2% | +2,004.1% | -1,918.9% | +48.1% |
| 5Y | +97.0% | +915.8% | -818.8% | +61.7% |
| All | +497.8% | +2,776.7% | -2,278.9% | +392.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling