-14.7%
AMRZ vs URA
+30.4%
-45.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | -16.9% | +7.4% | -24.3% | -18.2% |
| 3M | -19.2% | -8.4% | -10.8% | -18.4% |
| 6M | -29.3% | -12.7% | -16.6% | -28.6% |
| YTD | -18.0% | +7.8% | -25.8% | -19.2% |
| 1Y | -15.1% | +19.5% | -34.5% | -16.3% |
| All | -14.7% | +30.4% | -45.1% | -17.6% |
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