+147.9%
URI vs AME
+63.2%
+84.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | -4.1% | -1.8% | -2.4% |
| 30D | +4.6% | -4.1% | +8.7% | +8.2% |
| 3M | -2.7% | -5.6% | +2.9% | +1.9% |
| 6M | +18.4% | +2.8% | +15.5% | +15.0% |
| YTD | +37.4% | +16.6% | +20.8% | +18.6% |
| 1Y | +30.4% | +21.1% | +9.3% | +8.8% |
| 3Y | +147.9% | +61.1% | +86.8% | +48.3% |
| All | +147.9% | +63.2% | +84.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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