-98.1%
AMC vs URA
+135.5%
-233.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | -0.7% | +7.4% | -8.1% | -3.2% |
| 3M | +35.2% | -8.4% | +43.6% | +38.4% |
| 6M | +124.6% | -12.7% | +137.3% | +132.9% |
| YTD | +69.9% | +7.8% | +62.1% | +61.1% |
| 1Y | -2.6% | +19.5% | -22.0% | -12.3% |
| 3Y | -79.8% | +116.4% | -196.2% | -86.2% |
| 5Y | -99.4% | +134.3% | -233.7% | -99.6% |
| 10Y | -98.9% | +359.3% | -458.1% | -99.5% |
| All | -98.1% | +135.5% | -233.5% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling