+47.6%
AMDL vs URA
+23.7%
+23.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.4% | +17.9% | +16.1% |
| 7D | -26.2% | -4.1% | -22.1% | -18.3% |
| 30D | -57.1% | -19.0% | -38.1% | -38.3% |
| 3M | -29.8% | -25.1% | -4.7% | +10.8% |
| 6M | -22.2% | -44.5% | +22.3% | +90.8% |
| YTD | +142.1% | -24.3% | +166.4% | +323.1% |
| 1Y | +85.8% | -28.1% | +114.0% | +248.0% |
| All | +47.6% | +23.7% | +23.9% | +16.1% |
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