-98.8%
AMC vs URA
+266.3%
-365.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | +12.5% | -10.4% | +22.9% | +17.0% |
| 3M | +23.6% | -29.6% | +53.2% | +39.5% |
| 6M | +144.4% | -40.3% | +184.6% | +190.8% |
| YTD | +108.3% | -25.5% | +133.8% | +124.3% |
| 1Y | +38.9% | -26.4% | +65.3% | +49.8% |
| 3Y | -58.9% | +31.4% | -90.3% | -66.9% |
| 5Y | -99.2% | +28.6% | -127.8% | -99.4% |
| All | -98.8% | +266.3% | -365.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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