-98.7%
AMC vs URA
+277.9%
-376.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.7% |
| 7D | -2.8% | +2.9% | -5.7% | -3.6% |
| 30D | +14.0% | -10.8% | +24.8% | +18.8% |
| 3M | +42.5% | -25.5% | +68.0% | +57.7% |
| 6M | +142.6% | -41.2% | +183.8% | +190.3% |
| YTD | +119.2% | -21.3% | +140.5% | +131.4% |
| 1Y | +40.7% | -25.7% | +66.4% | +51.4% |
| 3Y | -57.3% | +43.1% | -100.4% | -66.7% |
| 5Y | -99.1% | +35.6% | -134.7% | -99.3% |
| 10Y | -98.7% | +281.3% | -380.0% | -99.3% |
| All | -98.7% | +277.9% | -376.6% | -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