+59.0%
URI vs AMRZ
-15.6%
+74.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +6.0% |
| 7D | -4.0% | -1.1% | -2.9% | -3.6% |
| 30D | +6.8% | +18.3% | -11.5% | 0.0% |
| 3M | -2.8% | -8.0% | +5.2% | 0.0% |
| 6M | +20.9% | -18.7% | +39.5% | +29.4% |
| YTD | +40.2% | -19.8% | +60.1% | +51.0% |
| 1Y | +34.1% | -12.3% | +46.4% | +40.5% |
| All | +59.0% | -15.6% | +74.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling