-99.2%
AMC vs URA
+28.3%
-127.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.8% |
| 7D | +8.4% | +4.5% | +4.0% | +6.5% |
| 30D | +9.2% | -13.4% | +22.6% | +15.8% |
| 3M | +32.0% | -28.4% | +60.4% | +50.6% |
| 6M | +149.3% | -40.5% | +189.7% | +205.1% |
| YTD | +114.1% | -24.3% | +138.4% | +129.7% |
| 1Y | +35.8% | -28.8% | +64.6% | +49.3% |
| 3Y | -58.3% | +37.6% | -95.9% | -70.9% |
| 5Y | -99.2% | +30.7% | -129.9% | -99.5% |
| All | -99.2% | +28.3% | -127.5% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling