-10.9%
AMC vs AUR
+13.2%
-24.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | -6.8% | +11.1% | -17.9% | -9.1% |
| 30D | +1.7% | -6.9% | +8.5% | +2.9% |
| 3M | +26.8% | +5.5% | +21.3% | +22.6% |
| 6M | +117.7% | +41.0% | +76.7% | +90.5% |
| YTD | +57.7% | +69.3% | -11.6% | +31.3% |
| All | -10.9% | +13.2% | -24.1% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling