-56.7%
AMC vs AUR
+151.4%
-208.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -2.8% | +12.7% | -15.6% | -4.3% |
| 30D | +14.0% | -18.7% | +32.7% | +16.8% |
| 3M | +42.5% | -33.8% | +76.3% | +49.1% |
| 6M | +142.6% | -36.6% | +179.2% | +153.9% |
| YTD | +119.2% | +19.8% | +99.4% | +108.9% |
| 1Y | +40.7% | +8.0% | +32.8% | +35.8% |
| All | -56.7% | +151.4% | -208.1% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling