+431.3%
AME vs URA
+289.1%
+142.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.6% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -4.1% | -14.8% | +10.7% | -0.2% |
| 3M | -5.6% | -25.3% | +19.7% | +1.2% |
| 6M | +2.8% | -39.9% | +42.8% | +15.7% |
| YTD | +16.6% | -22.4% | +39.0% | +21.5% |
| 1Y | +21.1% | -29.0% | +50.1% | +28.6% |
| 3Y | +61.1% | +41.0% | +20.1% | +35.7% |
| 5Y | +76.6% | +38.3% | +38.2% | +43.7% |
| 10Y | +431.3% | +276.1% | +155.3% | +159.7% |
| All | +431.3% | +289.1% | +142.3% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling