+164.0%
AMDL vs URA
-29.1%
+193.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.8% | +15.7% | +18.2% |
| 7D | +103.5% | +4.5% | +99.1% | +91.9% |
| 30D | -18.3% | -13.4% | -4.9% | +11.5% |
| 3M | +20.1% | -28.4% | +48.5% | +115.3% |
| 6M | +15.9% | -40.5% | +56.4% | +179.7% |
| YTD | +303.0% | -24.3% | +327.3% | +659.6% |
| 1Y | +164.0% | -28.8% | +192.8% | +433.5% |
| All | +164.0% | -29.1% | +193.1% | +433.5% |
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