-99.9%
AMIX vs AUR
+47.2%
-147.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.4% | +6.4% | +10.0% |
| 7D | +1.2% | +9.9% | -8.7% | -2.0% |
| 30D | -45.3% | -20.2% | -25.1% | -41.4% |
| 3M | -83.1% | -34.1% | -48.9% | -80.8% |
| 6M | -76.9% | -34.3% | -42.5% | -73.4% |
| YTD | -85.3% | +21.1% | -106.4% | -85.1% |
| 1Y | -89.8% | +7.6% | -97.5% | -89.5% |
| All | -99.9% | +47.2% | -147.1% | -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