+70.6%
URI vs AMDL
+145.7%
-75.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.9% | -2.3% |
| 7D | +9.3% | +103.5% | -94.2% | +0.7% |
| 30D | +7.6% | -18.3% | +25.9% | +7.4% |
| 3M | +1.0% | +20.1% | -19.0% | -3.9% |
| 6M | +19.8% | +15.9% | +3.9% | +11.0% |
| YTD | +41.9% | +303.0% | -261.2% | +8.2% |
| 1Y | +33.4% | +164.0% | -130.6% | +7.1% |
| All | +70.6% | +145.7% | -75.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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