+84.0%
AMD vs UMAC
+3.5%
+80.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | +8.7% |
| 7D | -11.0% | -23.4% | +12.3% | -5.8% |
| 30D | -30.5% | -45.6% | +15.1% | -21.4% |
| 3M | -8.2% | -50.9% | +42.7% | +4.4% |
| 6M | +6.6% | -16.5% | +23.1% | +6.8% |
| YTD | +109.7% | -6.6% | +116.3% | +91.9% |
| All | +84.0% | +3.5% | +80.6% | +61.2% |
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