+412.5%
AMT vs URA
-51.6%
+464.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.3% |
| 7D | +0.5% | -4.1% | +4.7% | +1.1% |
| 30D | +13.6% | -19.0% | +32.6% | +16.7% |
| 3M | +11.5% | -25.1% | +36.6% | +15.5% |
| 6M | +6.9% | -44.5% | +51.4% | +15.0% |
| YTD | +10.8% | -24.3% | +35.1% | +12.7% |
| 1Y | +10.3% | -28.1% | +38.4% | +12.8% |
| 3Y | +12.4% | +40.7% | -28.3% | -1.0% |
| 5Y | -20.1% | +35.5% | -55.5% | -31.1% |
| 10Y | +116.8% | +281.2% | -164.3% | +40.4% |
| All | +412.5% | -51.6% | +464.2% | +347.9% |
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 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