-97.7%
AMC vs URA
+58.4%
-156.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.3% | -7.2% | -10.7% |
| 7D | 0.0% | -13.3% | +13.3% | +5.1% |
| 30D | +4.4% | -25.9% | +30.3% | +15.8% |
| 3M | +15.4% | -27.8% | +43.1% | +28.7% |
| 6M | +93.7% | -42.8% | +136.6% | +132.9% |
| YTD | +97.4% | -27.5% | +124.9% | +114.3% |
| 1Y | +23.2% | -35.1% | +58.3% | +38.5% |
| 3Y | -71.3% | +31.1% | -102.3% | -76.6% |
| 5Y | -99.3% | +29.8% | -129.0% | -99.4% |
| 10Y | -98.7% | +265.1% | -363.9% | -99.3% |
| All | -97.7% | +58.4% | -156.1% | -98.5% |
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 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