+35.8%
AMC vs UMAC
+6.6%
+29.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.1% | -2.0% |
| 7D | +8.4% | +10.1% | -1.7% | +7.9% |
| 30D | +9.2% | -39.1% | +48.3% | +11.5% |
| 3M | +32.0% | -56.2% | +88.2% | +36.1% |
| 6M | +149.3% | -16.2% | +165.5% | +149.5% |
| YTD | +114.1% | -7.1% | +121.2% | +107.2% |
| 1Y | +35.8% | +10.3% | +25.5% | +27.3% |
| All | +35.8% | +6.6% | +29.2% | +27.3% |
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