+19.0%
URI vs AMDL
+341.0%
-322.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.6% | +0.8% |
| 7D | -2.0% | +4.5% | -6.5% | -2.4% |
| 30D | -12.9% | -4.4% | -8.5% | -12.8% |
| 3M | -6.7% | -30.5% | +23.8% | -6.0% |
| 6M | +19.0% | +300.9% | -281.9% | -3.6% |
| All | +19.0% | +341.0% | -322.1% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling