+10.0%
AMCR vs UMAC
+473.8%
-463.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.5% |
| 7D | -6.3% | -3.4% | -2.9% | -6.2% |
| 30D | -7.8% | -15.1% | +7.3% | -7.7% |
| 3M | +7.5% | -10.8% | +18.3% | +7.4% |
| 6M | +2.7% | +15.7% | -13.0% | +1.5% |
| YTD | +6.0% | +80.1% | -74.1% | +3.8% |
| 1Y | +7.8% | +116.7% | -108.9% | +4.6% |
| All | +10.0% | +473.8% | -463.8% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling