+41.7%
AME vs UMAC
+473.8%
-432.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +3.3% |
| 7D | +1.7% | -3.4% | +5.2% | +1.8% |
| 30D | -6.4% | -15.1% | +8.7% | -6.2% |
| 3M | +7.1% | -10.8% | +17.9% | +6.9% |
| 6M | +8.2% | +15.7% | -7.5% | +6.8% |
| YTD | +18.2% | +80.1% | -62.0% | +15.4% |
| 1Y | +26.7% | +116.7% | -90.0% | +22.9% |
| All | +41.7% | +473.8% | -432.0% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling