-99.9%
AMIX vs AUR
+37.7%
-137.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -5.4% | -3.0% | -6.6% |
| 7D | -10.9% | +7.9% | -18.8% | -13.2% |
| 30D | -55.0% | -18.5% | -36.4% | -52.1% |
| 3M | -82.0% | -36.7% | -45.3% | -79.4% |
| 6M | -80.4% | -39.8% | -40.7% | -76.9% |
| YTD | -88.3% | +13.3% | -101.5% | -87.8% |
| 1Y | -92.4% | +2.8% | -95.2% | -92.0% |
| All | -99.9% | +37.7% | -137.6% | -100.0% |
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