-8.9%
AMC vs UMAC
+158.0%
-166.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.3% | -12.7% | -3.7% |
| 7D | -0.8% | +14.7% | -15.5% | -1.3% |
| 30D | -1.2% | -0.5% | -0.7% | -1.5% |
| 3M | +42.2% | +0.5% | +41.7% | +41.0% |
| 6M | +118.8% | +57.9% | +60.9% | +111.3% |
| YTD | +64.1% | +103.9% | -39.8% | +54.3% |
| All | -8.9% | +158.0% | -166.9% | -21.6% |
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