+1,473.8%
AMT vs URI
+4,194.1%
-2,720.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | +1.1% |
| 7D | +4.4% | -12.9% | +17.3% | +7.4% |
| 30D | +17.7% | -3.4% | +21.1% | +18.3% |
| 3M | +16.7% | -10.0% | +26.7% | +18.9% |
| 6M | +11.1% | +12.2% | -1.0% | +7.1% |
| YTD | +13.9% | +29.8% | -15.9% | +4.8% |
| 1Y | +12.5% | +24.6% | -12.1% | +4.4% |
| 3Y | +13.2% | +137.6% | -124.4% | -12.7% |
| 5Y | -17.9% | +176.6% | -194.5% | -40.4% |
| 10Y | +122.8% | +1,402.6% | -1,279.8% | -5.1% |
| All | +1,473.8% | +4,194.1% | -2,720.3% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling