+947.3%
AME vs URA
-31.1%
+978.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -6.7% | +7.4% | -14.1% | -8.8% |
| 3M | +4.1% | -8.4% | +12.5% | +6.0% |
| 6M | +1.6% | -12.7% | +14.3% | +4.2% |
| YTD | +16.1% | +7.8% | +8.4% | +10.8% |
| 1Y | +27.3% | +19.5% | +7.9% | +15.9% |
| 3Y | +50.9% | +116.4% | -65.6% | +8.5% |
| 5Y | +81.4% | +134.3% | -52.9% | +18.3% |
| 10Y | +417.0% | +359.3% | +57.7% | +135.6% |
| All | +947.3% | -31.1% | +978.4% | +815.1% |
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