+40.9%
AMGN vs URI
+12.1%
+28.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.2% | -9.8% | +8.6% | -0.5% |
| 30D | +11.5% | +1.7% | +9.7% | +11.3% |
| 3M | +14.4% | -9.1% | +23.4% | +15.6% |
| 6M | +40.9% | +9.9% | +31.1% | +36.1% |
| All | +40.9% | +12.1% | +28.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 6mo: compounded portfolio wealth divided by compounded URI 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…
6mo analysis · Full analysis span regression · 6 months rolling