-17.6%
UUUU vs ALM
+3,551.9%
-3,569.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.1% | -1.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | -21.0% | -19.3% | -1.7% | -20.9% |
| 3M | -54.8% | -40.6% | -14.2% | -54.7% |
| 6M | -67.3% | -57.9% | -9.4% | -67.3% |
| YTD | -54.7% | -6.7% | -48.0% | -54.6% |
| 1Y | -57.4% | +20.2% | -77.6% | -57.3% |
| 3Y | -19.6% | +879.4% | -899.1% | -18.6% |
| 5Y | -40.0% | +415.3% | -455.3% | -39.3% |
| 10Y | +364.1% | +2,100.8% | -1,736.7% | +378.1% |
| All | -17.6% | +3,551.9% | -3,569.5% | -9.6% |
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