-15.7%
AMDL vs UMAC
-0.4%
-15.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +13.3% | +13.5% | +19.6% |
| 7D | +10.3% | -5.5% | +15.8% | +16.8% |
| 30D | -38.3% | -35.3% | -3.0% | -21.4% |
| 3M | -8.7% | -48.4% | +39.7% | +24.5% |
| All | -15.7% | -0.4% | -15.3% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling