+40.2%
AMC vs UMAC
+2.9%
+37.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -10.9% | +18.2% | +7.7% |
| 7D | +17.7% | -26.0% | +43.8% | +19.1% |
| 30D | +26.2% | -40.3% | +66.5% | +28.8% |
| 3M | +31.3% | -51.1% | +82.5% | +34.6% |
| 6M | +142.8% | -5.6% | +148.4% | +141.9% |
| YTD | +125.6% | +2.3% | +123.4% | +119.0% |
| 1Y | +40.2% | +7.9% | +32.4% | +35.2% |
| All | +40.2% | +2.9% | +37.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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