-44.8%
AMC vs UMAC
+494.0%
-538.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.5% |
| 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% | +36.1% |
| 6M | +124.6% | +61.9% | +62.7% | +111.1% |
| YTD | +69.9% | +86.5% | -16.6% | +56.5% |
| 1Y | -2.6% | +156.3% | -158.9% | -13.3% |
| All | -44.8% | +494.0% | -538.8% | -60.3% |
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 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