+4.6%
AMCR vs URA
+116.4%
-111.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | -6.3% | +5.7% | -12.0% | -6.8% |
| 30D | -7.1% | +5.6% | -12.7% | -7.8% |
| 3M | +12.7% | +6.2% | +6.5% | +11.7% |
| 6M | +5.2% | -8.2% | +13.4% | +5.7% |
| YTD | +8.1% | +9.7% | -1.6% | +6.9% |
| 1Y | +10.0% | +17.0% | -6.9% | +7.5% |
| All | +4.6% | +116.4% | -111.9% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling