+131.0%
AMDL vs UMAC
+892.7%
-761.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.4% | +12.4% | +7.0% |
| 7D | +29.0% | +3.3% | +25.7% | +28.2% |
| 30D | +19.1% | -10.4% | +29.5% | +20.6% |
| 3M | +1.8% | +1.8% | 0.0% | +1.1% |
| 6M | +374.4% | +40.7% | +333.7% | +341.9% |
| YTD | +278.9% | +90.9% | +188.0% | +242.2% |
| 1Y | +510.6% | +151.8% | +358.8% | +435.6% |
| All | +131.0% | +892.7% | -761.7% | +112.8% |
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