+188.4%
AMDL vs UMAC
+14.1%
+174.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.5% | +18.4% | +14.8% |
| 7D | +103.5% | +10.1% | +93.4% | +96.3% |
| 30D | -18.3% | -39.1% | +20.8% | +4.4% |
| 3M | +20.1% | -56.2% | +76.3% | +70.5% |
| 6M | +15.9% | -16.2% | +32.1% | +26.6% |
| YTD | +303.0% | -7.1% | +310.2% | +275.4% |
| All | +188.4% | +14.1% | +174.3% | +126.7% |
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