-17.0%
AMRZ vs URA
-12.3%
-4.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.4% |
| 7D | +2.5% | -13.3% | +15.8% | +5.1% |
| 30D | +14.4% | -25.9% | +40.3% | +20.7% |
| 3M | -19.2% | -27.8% | +8.6% | -14.6% |
| 6M | -19.7% | -42.8% | +23.1% | -11.9% |
| YTD | -20.2% | -27.5% | +7.3% | -15.5% |
| 1Y | -15.1% | -35.1% | +20.1% | -9.8% |
| All | -17.0% | -12.3% | -4.7% | -13.9% |
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