+151.3%
AMD vs UMAC
+197.5%
-46.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | +10.2% |
| 7D | -11.0% | -23.4% | +12.3% | -9.1% |
| 30D | -30.5% | -45.6% | +15.1% | -27.1% |
| 3M | -8.2% | -50.9% | +42.7% | -3.4% |
| 6M | +6.6% | -16.5% | +23.1% | +7.5% |
| YTD | +109.7% | -6.6% | +116.3% | +108.6% |
| 1Y | +88.9% | +10.7% | +78.2% | +86.1% |
| All | +151.3% | +197.5% | -46.2% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling