-16.0%
AMT vs AUR
-35.7%
+19.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.8% |
| 7D | +1.1% | +1.4% | -0.3% | +1.1% |
| 30D | +4.4% | -6.4% | +10.8% | +4.5% |
| 3M | -5.2% | +7.7% | -12.9% | -5.5% |
| 6M | -0.8% | +44.5% | -45.3% | -2.5% |
| YTD | +3.3% | +67.4% | -64.2% | +0.8% |
| 1Y | -6.0% | +15.4% | -21.5% | -7.2% |
| 3Y | +9.6% | +94.8% | -85.3% | +0.1% |
| 5Y | -29.2% | -35.1% | +5.9% | -36.8% |
| All | -16.0% | -35.7% | +19.7% | -24.5% |
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