-81.2%
AMIX vs AUR
-33.6%
-47.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -14.1% |
| 7D | -16.0% | +1.1% | -17.2% | -18.4% |
| 30D | -55.4% | -22.9% | -32.5% | -37.1% |
| 3M | -87.5% | -35.0% | -52.6% | -78.7% |
| 6M | -81.2% | -39.3% | -41.9% | -58.1% |
| All | -81.2% | -33.6% | -47.6% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling