-99.5%
AMC vs AUR
-34.2%
-65.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.0% |
| 7D | -0.8% | +19.2% | -20.0% | -5.0% |
| 30D | -1.2% | -7.8% | +6.6% | +0.1% |
| 3M | +42.2% | +4.0% | +38.2% | +38.4% |
| 6M | +118.8% | +45.0% | +73.8% | +94.4% |
| YTD | +64.1% | +69.5% | -5.4% | +39.6% |
| 1Y | -9.5% | +13.0% | -22.6% | -15.8% |
| 3Y | -64.3% | +90.4% | -154.7% | -77.8% |
| 5Y | -99.5% | -34.2% | -65.3% | -99.7% |
| All | -99.5% | -34.2% | -65.2% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling