+372.3%
AMT vs URA
-31.1%
+403.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | +4.6% | +7.4% | -2.8% | +3.5% |
| 3M | -8.4% | -8.4% | -0.1% | -7.8% |
| 6M | -6.0% | -12.7% | +6.7% | -5.1% |
| YTD | +2.1% | +7.8% | -5.7% | -0.8% |
| 1Y | -6.4% | +19.5% | -25.8% | -11.4% |
| 3Y | +8.1% | +116.4% | -108.4% | -10.6% |
| 5Y | -31.9% | +134.3% | -166.2% | -46.4% |
| 10Y | +97.1% | +359.3% | -262.1% | +26.2% |
| All | +372.3% | -31.1% | +403.4% | +294.3% |
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