-99.9%
AMIX vs AUR
+33.2%
-133.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.2% |
| 7D | -9.9% | -4.5% | -5.3% | -8.4% |
| 30D | -52.8% | -16.6% | -36.1% | -50.1% |
| 3M | -80.0% | -38.5% | -41.6% | -76.9% |
| 6M | -80.2% | -49.9% | -30.3% | -75.7% |
| YTD | -88.1% | +9.6% | -97.8% | -87.6% |
| 1Y | -91.1% | +1.2% | -92.3% | -90.5% |
| All | -99.9% | +33.2% | -133.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling