-18.8%
AMT vs URI
+194.6%
-213.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +1.6% | -6.0% | +7.6% | +2.3% |
| 30D | +4.5% | +4.6% | -0.1% | +3.7% |
| 3M | +13.8% | -2.7% | +16.5% | +13.9% |
| 6M | +10.0% | +18.4% | -8.3% | +6.8% |
| YTD | +11.8% | +37.4% | -25.6% | +5.1% |
| 1Y | +10.2% | +30.4% | -20.1% | +4.5% |
| 3Y | +15.1% | +147.9% | -132.8% | -9.1% |
| 5Y | -18.8% | +202.1% | -220.9% | -41.4% |
| All | -18.8% | +194.6% | -213.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling