+133.5%
AMT vs URI
+1,246.1%
-1,112.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.2% | -0.6% |
| 7D | -2.4% | +2.6% | -5.0% | -2.7% |
| 30D | +4.2% | +9.1% | -4.9% | +2.9% |
| 3M | +13.4% | +1.0% | +12.4% | +13.0% |
| 6M | +9.4% | +23.3% | -14.0% | +5.8% |
| YTD | +11.7% | +43.3% | -31.6% | +5.1% |
| 1Y | +7.1% | +35.9% | -28.8% | +1.5% |
| 3Y | +15.1% | +158.6% | -143.6% | -3.2% |
| 5Y | -17.9% | +213.1% | -231.0% | -34.3% |
| 10Y | +133.5% | +1,213.1% | -1,079.5% | +70.0% |
| All | +133.5% | +1,246.1% | -1,112.6% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling