+117.8%
AMDL vs UMAC
+960.4%
-842.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +9.3% | +2.3% | +10.3% |
| 7D | +19.9% | +14.7% | +5.2% | +17.5% |
| 30D | +6.3% | -0.5% | +6.8% | +6.0% |
| 3M | -9.9% | +0.5% | -10.4% | -10.5% |
| 6M | +394.3% | +57.9% | +336.4% | +354.1% |
| YTD | +257.3% | +103.9% | +153.4% | +219.8% |
| 1Y | +508.5% | +159.3% | +349.3% | +430.3% |
| All | +117.8% | +960.4% | -842.6% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling