-97.3%
AMC vs AUR
-36.6%
-60.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +2.3% | +8.7% | -6.4% | +0.1% |
| 30D | -0.7% | -5.2% | +4.5% | -0.1% |
| 3M | +35.2% | -7.3% | +42.5% | +35.4% |
| 6M | +124.6% | +41.2% | +83.4% | +100.8% |
| YTD | +69.9% | +65.1% | +4.8% | +45.5% |
| 1Y | -2.6% | +13.4% | -16.0% | -9.4% |
| 3Y | -79.8% | +98.1% | -177.9% | -87.7% |
| 5Y | -99.4% | -36.0% | -63.4% | -99.6% |
| All | -97.3% | -36.6% | -60.7% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling