+100.3%
AMCR vs URA
+6.2%
+94.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -2.4% | -1.5% | -0.8% | -2.2% |
| 30D | +3.6% | -10.4% | +14.0% | +5.0% |
| 3M | -4.2% | -29.6% | +25.4% | +0.2% |
| 6M | +15.5% | -40.3% | +55.8% | +23.3% |
| YTD | +9.7% | -25.5% | +35.2% | +12.9% |
| 1Y | +8.3% | -26.4% | +34.7% | +11.4% |
| 3Y | +15.4% | +31.4% | -16.1% | +6.2% |
| 5Y | -9.1% | +28.6% | -37.7% | -18.2% |
| 10Y | +18.6% | +260.9% | -242.3% | -10.5% |
| All | +100.3% | +6.2% | +94.1% | +51.7% |
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