+126.1%
AMD vs UMAC
+6.6%
+119.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.5% | +12.3% | +7.3% |
| 7D | +44.7% | +10.1% | +34.6% | +41.7% |
| 30D | -3.3% | -39.1% | +35.8% | +7.0% |
| 3M | +21.2% | -56.2% | +77.4% | +40.9% |
| 6M | +30.6% | -16.2% | +46.8% | +30.8% |
| YTD | +173.3% | -7.1% | +180.4% | +149.3% |
| 1Y | +126.1% | +10.3% | +115.8% | +93.7% |
| All | +126.1% | +6.6% | +119.5% | +93.7% |
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