+106.4%
AMCR vs URA
+53.7%
+52.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.9% | +1.1% | -2.9% | -2.0% |
| 30D | -4.1% | +7.4% | -11.5% | -5.2% |
| 3M | +21.7% | -8.4% | +30.1% | +22.7% |
| 6M | +1.5% | -12.7% | +14.2% | +2.8% |
| YTD | +13.1% | +7.8% | +5.3% | +10.9% |
| 1Y | +16.5% | +19.5% | -2.9% | +11.6% |
| 3Y | +10.3% | +116.4% | -106.2% | -5.4% |
| 5Y | -7.7% | +134.3% | -142.0% | -23.5% |
| 10Y | +24.6% | +359.3% | -334.6% | -10.7% |
| All | +106.4% | +53.7% | +52.8% | +48.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling