+18.6%
AMCR vs URA
+272.2%
-253.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.7% |
| 7D | -4.5% | +4.5% | -8.9% | -5.3% |
| 30D | +4.9% | -13.4% | +18.3% | +7.3% |
| 3M | -4.6% | -28.4% | +23.8% | +0.7% |
| 6M | +15.2% | -40.5% | +55.6% | +25.1% |
| YTD | +9.7% | -24.3% | +34.0% | +13.2% |
| 1Y | +10.5% | -28.8% | +39.3% | +15.0% |
| 3Y | +13.8% | +37.6% | -23.8% | +0.1% |
| 5Y | -9.1% | +30.7% | -39.8% | -21.7% |
| All | +18.6% | +272.2% | -253.6% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling