+183.0%
AMD vs UMAC
+549.5%
-366.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.3% | -3.4% | +5.2% |
| 7D | +10.0% | +14.7% | -4.7% | +9.0% |
| 30D | +4.6% | -0.5% | +5.1% | +4.4% |
| 3M | +3.1% | +0.5% | +2.6% | +2.2% |
| 6M | +162.8% | +57.9% | +104.9% | +150.4% |
| YTD | +136.2% | +103.9% | +32.2% | +121.6% |
| 1Y | +234.0% | +159.3% | +74.7% | +209.0% |
| All | +183.0% | +549.5% | -366.5% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling