+30.7%
AMCR vs UMAC
+2.9%
+27.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.9% | +14.2% | +3.2% |
| 7D | +6.2% | -26.0% | +32.3% | +6.1% |
| 30D | +16.0% | -40.3% | +56.3% | +15.9% |
| 3M | +4.4% | -51.1% | +55.5% | +4.2% |
| 6M | +35.5% | -5.6% | +41.2% | +36.1% |
| YTD | +21.5% | +2.3% | +19.2% | +21.6% |
| 1Y | +30.7% | +7.9% | +22.9% | +31.5% |
| All | +30.7% | +2.9% | +27.8% | +31.5% |
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