+124.5%
AMT vs URI
+1,313.6%
-1,189.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.8% | -0.7% |
| 7D | +0.4% | -4.0% | +4.4% | +0.8% |
| 30D | +3.7% | +6.8% | -3.1% | +2.7% |
| 3M | +10.7% | -2.8% | +13.5% | +10.8% |
| 6M | +9.3% | +20.9% | -11.6% | +5.9% |
| YTD | +10.9% | +40.2% | -29.3% | +4.7% |
| 1Y | +10.5% | +34.1% | -23.6% | +4.9% |
| 3Y | +15.5% | +164.1% | -148.6% | -3.2% |
| 5Y | -20.6% | +199.3% | -219.9% | -36.0% |
| 10Y | +124.5% | +1,218.8% | -1,094.3% | +65.0% |
| All | +124.5% | +1,313.6% | -1,189.1% | +65.0% |
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