-81.4%
AMIX vs AUR
+13.0%
-94.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -2.5% |
| 7D | -3.4% | +19.2% | -22.6% | -17.5% |
| 30D | -54.4% | -7.8% | -46.6% | -51.8% |
| 3M | -45.7% | +4.0% | -49.7% | -40.9% |
| 6M | -49.2% | +45.0% | -94.2% | -46.9% |
| YTD | -60.3% | +69.5% | -129.9% | -59.1% |
| 1Y | -81.4% | +13.0% | -94.4% | -78.4% |
| All | -81.4% | +13.0% | -94.4% | -78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling