-34.6%
AMC vs UMAC
+197.5%
-232.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | +1.3% |
| 7D | +2.6% | -23.4% | +26.0% | +4.2% |
| 30D | +9.0% | -45.6% | +54.6% | +13.0% |
| 3M | +22.2% | -50.9% | +73.1% | +26.7% |
| 6M | +91.5% | -16.5% | +108.0% | +88.4% |
| YTD | +101.3% | -6.6% | +107.9% | +93.1% |
| 1Y | +20.8% | +10.7% | +10.1% | +13.9% |
| All | -34.6% | +197.5% | -232.1% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling