-9.0%
AUR vs AME
+21.1%
-30.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -1.0% |
| 7D | -19.8% | -4.4% | -15.4% | -17.3% |
| 30D | -29.0% | -5.9% | -23.2% | -25.9% |
| 3M | -43.6% | -6.5% | -37.0% | -40.8% |
| 6M | -36.6% | +3.2% | -39.8% | -38.7% |
| YTD | +6.3% | +16.0% | -9.8% | -10.4% |
| 1Y | -9.0% | +20.4% | -29.5% | -26.3% |
| All | -9.0% | +21.1% | -30.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling