+8.8%
UUUU vs ALM
+271.5%
-262.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -1.1% |
| 7D | -5.0% | -7.1% | +2.1% | -1.5% |
| 30D | -7.8% | +24.7% | -32.5% | -19.8% |
| 3M | -0.4% | +8.3% | -8.7% | -8.4% |
| 6M | -32.9% | -22.2% | -10.7% | -28.2% |
| YTD | -6.3% | +88.1% | -94.3% | -40.4% |
| All | +8.8% | +271.5% | -262.7% | -55.0% |
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