+5.7%
AMGN vs UMAC
+40.4%
-34.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +9.3% | -19.4% | -10.0% |
| 7D | -10.3% | +14.7% | -25.0% | -10.1% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | +14.4% | +0.5% | +13.9% | +14.5% |
| All | +5.7% | +40.4% | -34.7% | +6.2% |
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 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