+119.6%
AMDL vs UMAC
+416.3%
-296.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.5% | +13.8% | +14.2% |
| 7D | +18.5% | -2.9% | +21.4% | +21.1% |
| 30D | -24.2% | -35.6% | +11.4% | -16.7% |
| 3M | +11.5% | -51.3% | +62.8% | +27.5% |
| 6M | -1.0% | -17.5% | +16.5% | +4.8% |
| YTD | +260.3% | -0.7% | +261.0% | +269.8% |
| 1Y | +178.2% | +16.5% | +161.7% | +180.3% |
| All | +119.6% | +416.3% | -296.7% | +130.0% |
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