-27.9%
AMC vs UMAC
+214.8%
-242.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.6% | +8.4% | +2.2% |
| 7D | +5.5% | -13.9% | +19.4% | +6.4% |
| 30D | +16.1% | -39.6% | +55.7% | +19.5% |
| 3M | +43.0% | -53.6% | +96.6% | +48.8% |
| 6M | +130.7% | -6.2% | +136.9% | +125.1% |
| YTD | +121.8% | -1.2% | +123.0% | +112.0% |
| 1Y | +40.7% | +9.7% | +31.0% | +32.7% |
| All | -27.9% | +214.8% | -242.7% | -46.2% |
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 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