-99.8%
AMIX vs AUR
+100.6%
-200.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -13.7% | +8.7% | -22.5% | -16.2% |
| 30D | -62.1% | -5.2% | -56.8% | -61.6% |
| 3M | -46.2% | -7.3% | -38.9% | -43.7% |
| 6M | -46.4% | +41.2% | -87.6% | -48.8% |
| YTD | -60.3% | +65.1% | -125.4% | -63.3% |
| 1Y | -79.7% | +13.4% | -93.1% | -79.9% |
| All | -99.8% | +100.6% | -200.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling