+92.1%
AMDL vs URA
+26.8%
+65.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +2.5% | +27.6% | +26.6% |
| 7D | +5.4% | +0.3% | +5.1% | +9.9% |
| 30D | -36.6% | -14.8% | -21.8% | -14.6% |
| 3M | -1.0% | -25.3% | +24.3% | +58.2% |
| 6M | -12.1% | -39.9% | +27.8% | +96.8% |
| YTD | +215.1% | -22.4% | +237.5% | +435.6% |
| 1Y | +130.4% | -29.0% | +159.3% | +338.2% |
| All | +92.1% | +26.8% | +65.3% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling