+1,317.0%
AMP vs URA
-31.1%
+1,348.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | -0.1% | +7.4% | -7.5% | -3.0% |
| 3M | +23.6% | -8.4% | +32.0% | +25.8% |
| 6M | +20.4% | -12.7% | +33.1% | +23.0% |
| YTD | +15.4% | +7.8% | +7.6% | +7.3% |
| 1Y | +11.0% | +19.5% | -8.5% | -3.2% |
| 3Y | +70.5% | +116.4% | -46.0% | +9.1% |
| 5Y | +121.4% | +134.3% | -12.9% | +26.9% |
| 10Y | +575.6% | +359.3% | +216.3% | +154.6% |
| All | +1,317.0% | -31.1% | +1,348.1% | +942.0% |
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