-64.3%
AMC vs AUR
+90.4%
-154.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.8% |
| 7D | -0.8% | +19.2% | -20.0% | -3.2% |
| 30D | -1.2% | -7.8% | +6.6% | -0.4% |
| 3M | +42.2% | +4.0% | +38.2% | +40.1% |
| 6M | +118.8% | +45.0% | +73.8% | +105.1% |
| YTD | +64.1% | +69.5% | -5.4% | +50.5% |
| 1Y | -9.5% | +13.0% | -22.6% | -13.2% |
| 3Y | -64.3% | +90.4% | -154.7% | -73.7% |
| All | -64.3% | +90.4% | -154.7% | -73.7% |
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