+87.1%
AMDL vs UMAC
+450.2%
-363.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +13.3% | +13.5% | +24.4% |
| 7D | +10.3% | -5.5% | +15.8% | +13.0% |
| 30D | -38.3% | -35.3% | -3.0% | -32.2% |
| 3M | -8.7% | -48.4% | +39.7% | +3.3% |
| 6M | -14.4% | +0.4% | -14.8% | -11.7% |
| YTD | +206.9% | +5.8% | +201.1% | +211.7% |
| 1Y | +144.4% | +27.3% | +117.1% | +143.2% |
| All | +87.1% | +450.2% | -363.1% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling