-99.3%
AMC vs URA
+33.4%
-132.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.4% | +0.1% |
| 7D | +2.6% | -4.1% | +6.7% | +4.5% |
| 30D | +9.0% | -19.0% | +28.0% | +18.8% |
| 3M | +22.2% | -25.1% | +47.3% | +36.9% |
| 6M | +91.5% | -44.5% | +136.0% | +141.4% |
| YTD | +101.3% | -24.3% | +125.6% | +116.0% |
| 1Y | +20.8% | -28.1% | +48.9% | +32.1% |
| 3Y | -71.3% | +40.7% | -112.0% | -80.4% |
| All | -99.3% | +33.4% | -132.7% | -99.6% |
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