-99.8%
AMIX vs AUR
+105.7%
-205.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.6% | +11.1% | -9.6% | -2.0% |
| 30D | -50.8% | -6.9% | -43.9% | -49.8% |
| 3M | -46.3% | +5.5% | -51.8% | -45.3% |
| 6M | -49.9% | +41.0% | -90.9% | -52.2% |
| YTD | -60.4% | +69.3% | -129.7% | -63.7% |
| 1Y | -81.7% | +14.0% | -95.7% | -82.0% |
| All | -99.8% | +105.7% | -205.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling