+210.4%
URI vs AMCR
-9.8%
+220.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | +2.5% | -1.8% | +4.4% | +3.5% |
| 30D | -12.5% | -6.0% | -6.5% | -9.6% |
| 3M | -6.2% | +18.9% | -25.1% | -15.8% |
| 6M | +25.9% | +5.7% | +20.2% | +20.2% |
| YTD | +26.2% | +11.1% | +15.1% | +15.9% |
| 1Y | +5.5% | +12.7% | -7.2% | -4.4% |
| 3Y | +125.0% | +9.6% | +115.4% | +98.9% |
| 5Y | +210.4% | -10.3% | +220.8% | +218.6% |
| All | +210.4% | -9.8% | +220.2% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling