-34.9%
AUR vs AME
+78.5%
-113.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +19.2% | +2.8% | +16.4% | +15.6% |
| 30D | -7.8% | -6.3% | -1.5% | -0.9% |
| 3M | +4.0% | +5.4% | -1.4% | -2.6% |
| 6M | +45.0% | +7.4% | +37.5% | +32.3% |
| YTD | +69.5% | +16.2% | +53.4% | +40.3% |
| 1Y | +13.0% | +26.8% | -13.8% | -16.3% |
| 3Y | +90.4% | +57.5% | +32.8% | +3.6% |
| 5Y | -34.2% | +84.8% | -119.0% | -70.1% |
| All | -34.9% | +78.5% | -113.4% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling