+63.0%
AME vs URA
+35.4%
+27.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | +5.9% | -1.5% | +7.4% | +6.2% |
| 30D | -1.9% | -10.4% | +8.5% | +0.2% |
| 3M | -5.4% | -29.6% | +24.3% | +0.8% |
| 6M | +4.9% | -40.3% | +45.2% | +14.5% |
| YTD | +18.5% | -25.5% | +43.9% | +23.7% |
| 1Y | +25.5% | -26.4% | +51.9% | +31.1% |
| 3Y | +63.0% | +31.4% | +31.6% | +42.5% |
| All | +63.0% | +35.4% | +27.6% | +42.5% |
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 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