-96.5%
AMC vs AUR
-54.0%
-42.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -2.8% | +12.7% | -15.6% | -5.5% |
| 30D | +14.0% | -18.7% | +32.7% | +18.9% |
| 3M | +42.5% | -33.8% | +76.3% | +54.1% |
| 6M | +142.6% | -36.6% | +179.2% | +161.8% |
| YTD | +119.2% | +19.8% | +99.4% | +99.9% |
| 1Y | +40.7% | +8.0% | +32.8% | +31.3% |
| 3Y | -57.3% | +153.4% | -210.7% | -76.7% |
| 5Y | -99.1% | -54.0% | -45.1% | -99.4% |
| All | -96.5% | -54.0% | -42.5% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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