+198.9%
AMD vs UMAC
+182.0%
+16.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.6% | -4.1% | -8.4% |
| 7D | +18.9% | -5.2% | +24.1% | +19.5% |
| 30D | -6.4% | -36.4% | +29.9% | -2.9% |
| 3M | +10.6% | -58.6% | +69.2% | +17.9% |
| 6M | +19.9% | -24.6% | +44.5% | +21.9% |
| YTD | +149.4% | -11.5% | +160.8% | +149.3% |
| 1Y | +115.4% | +16.9% | +98.5% | +112.4% |
| All | +198.9% | +182.0% | +16.9% | +208.8% |
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