+62.5%
AME vs URA
+36.0%
+26.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +1.7% |
| 7D | -5.2% | -4.1% | -1.0% | -4.4% |
| 30D | -8.0% | -19.0% | +11.0% | -4.3% |
| 3M | -8.9% | -25.1% | +16.2% | -4.1% |
| 6M | -5.0% | -44.5% | +39.5% | +5.0% |
| YTD | +11.9% | -24.3% | +36.2% | +16.6% |
| 1Y | +16.6% | -28.1% | +44.8% | +22.3% |
| 3Y | +62.5% | +40.7% | +21.8% | +41.5% |
| All | +62.5% | +36.0% | +26.5% | +41.5% |
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