+908.9%
AME vs URA
-51.6%
+960.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +1.3% |
| 7D | -5.2% | -4.1% | -1.0% | -3.9% |
| 30D | -8.0% | -19.0% | +11.0% | -2.2% |
| 3M | -8.9% | -25.1% | +16.2% | -1.3% |
| 6M | -5.0% | -44.5% | +39.5% | +11.5% |
| YTD | +11.9% | -24.3% | +36.2% | +18.1% |
| 1Y | +16.6% | -28.1% | +44.8% | +24.5% |
| 3Y | +62.5% | +40.7% | +21.8% | +33.2% |
| 5Y | +67.6% | +35.5% | +32.1% | +32.2% |
| 10Y | +450.4% | +281.2% | +169.2% | +160.3% |
| All | +908.9% | -51.6% | +960.5% | +875.0% |
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