-30.2%
AMT vs AUR
-34.5%
+4.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.5% | +11.1% | -9.7% | +1.1% |
| 30D | +3.7% | -6.9% | +10.6% | +3.9% |
| 3M | -7.2% | +5.5% | -12.7% | -7.5% |
| 6M | -4.2% | +41.0% | -45.2% | -5.7% |
| YTD | +1.9% | +69.3% | -67.4% | -0.6% |
| 1Y | -6.4% | +14.0% | -20.4% | -7.5% |
| 3Y | +7.7% | +90.1% | -82.3% | -1.5% |
| All | -30.2% | -34.5% | +4.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling