-13.5%
AMT vs URA
+25.6%
-39.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +1.5% | -1.5% | +3.1% | +1.6% |
| 30D | +6.8% | -10.4% | +17.2% | +7.5% |
| 3M | +11.2% | -29.6% | +40.8% | +13.6% |
| 6M | +12.5% | -40.3% | +52.7% | +16.3% |
| YTD | +12.5% | -25.5% | +38.0% | +13.3% |
| 1Y | +10.1% | -26.4% | +36.5% | +10.9% |
| 3Y | +16.0% | +31.4% | -15.4% | +5.0% |
| All | -13.5% | +25.6% | -39.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling