+95.0%
AMDL vs URA
+76.2%
+18.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.4% | +8.2% |
| 7D | +4.5% | +1.1% | +3.5% | +3.0% |
| 30D | -4.4% | +7.4% | -11.8% | -14.1% |
| 3M | -30.5% | -8.4% | -22.1% | -17.7% |
| 6M | +300.9% | -12.7% | +313.6% | +407.0% |
| YTD | +219.9% | +7.8% | +212.1% | +221.3% |
| 1Y | +374.7% | +19.5% | +355.3% | +307.9% |
| All | +95.0% | +76.2% | +18.9% | -11.8% |
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