+16.5%
AMCR vs URA
+361.2%
-344.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | -6.0% | -13.5% | +7.5% | -3.7% |
| 30D | -6.0% | -13.5% | +7.5% | -3.7% |
| 3M | -6.0% | -13.5% | +7.5% | -3.7% |
| 6M | -6.0% | -13.5% | +7.5% | -3.7% |
| YTD | +7.7% | +5.3% | +2.4% | +5.9% |
| 1Y | +10.8% | +11.7% | -0.8% | +6.6% |
| 3Y | +9.6% | +109.8% | -100.2% | -10.2% |
| 5Y | -10.2% | +108.0% | -118.1% | -29.0% |
| All | +16.5% | +361.2% | -344.8% | -29.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling