-2.6%
AMC vs UMAC
+164.0%
-166.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.3% |
| 30D | -0.7% | -7.7% | +6.9% | -0.8% |
| 3M | +35.2% | -26.4% | +61.6% | +35.8% |
| 6M | +124.6% | +61.9% | +62.7% | +116.4% |
| YTD | +69.9% | +86.5% | -16.6% | +59.9% |
| 1Y | -2.6% | +156.3% | -158.9% | -16.9% |
| All | -2.6% | +164.0% | -166.6% | -16.9% |
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