+130.4%
AMDL vs URA
-30.3%
+160.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +2.5% | +27.6% | +25.9% |
| 7D | +5.4% | +0.3% | +5.1% | +10.3% |
| 30D | -36.6% | -14.8% | -21.8% | -11.3% |
| 3M | -1.0% | -25.3% | +24.3% | +67.0% |
| 6M | -12.1% | -39.9% | +27.8% | +109.2% |
| YTD | +215.1% | -22.4% | +237.5% | +473.4% |
| 1Y | +130.4% | -29.0% | +159.3% | +365.4% |
| All | +130.4% | -30.3% | +160.7% | +365.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling