+164.1%
URI vs AMCR
+16.7%
+147.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.6% |
| 7D | -4.0% | -7.9% | +3.9% | -0.9% |
| 30D | +6.8% | +8.2% | -1.4% | +3.5% |
| 3M | -2.8% | -4.3% | +1.5% | -1.3% |
| 6M | +20.9% | +16.6% | +4.3% | +12.5% |
| YTD | +40.2% | +13.1% | +27.1% | +31.3% |
| 1Y | +34.1% | +14.4% | +19.7% | +24.8% |
| 3Y | +164.1% | +18.4% | +145.8% | +129.4% |
| All | +164.1% | +16.7% | +147.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling