-99.4%
AMC vs URA
+128.0%
-227.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +2.3% | +1.1% | +1.2% | +1.8% |
| 30D | -0.7% | +7.4% | -8.1% | -3.7% |
| 3M | +35.2% | -8.4% | +43.6% | +39.1% |
| 6M | +124.6% | -12.7% | +137.3% | +134.6% |
| YTD | +69.9% | +7.8% | +62.1% | +58.2% |
| 1Y | -2.6% | +19.5% | -22.0% | -15.7% |
| 3Y | -79.8% | +116.4% | -196.2% | -88.5% |
| All | -99.4% | +128.0% | -227.4% | -99.7% |
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