+95.0%
AMDL vs UMAC
+869.8%
-774.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.1% | +12.3% | +9.7% |
| 7D | +4.5% | -0.9% | +5.5% | +4.6% |
| 30D | -4.4% | -7.7% | +3.3% | -3.7% |
| 3M | -30.5% | -26.4% | -4.0% | -27.9% |
| 6M | +300.9% | +61.9% | +239.0% | +267.9% |
| YTD | +219.9% | +86.5% | +133.4% | +190.0% |
| 1Y | +374.7% | +156.3% | +218.4% | +316.5% |
| All | +95.0% | +869.8% | -774.8% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling