-91.6%
AMIX vs UMAC
+2.9%
-94.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.9% | +7.9% | +1.1% |
| 7D | -25.1% | -26.0% | +0.9% | -16.0% |
| 30D | -54.5% | -40.3% | -14.2% | -45.0% |
| 3M | -91.7% | -51.1% | -40.6% | -89.7% |
| 6M | -79.4% | -5.6% | -73.8% | -74.9% |
| YTD | -86.1% | +2.3% | -88.3% | -83.2% |
| 1Y | -91.6% | +7.9% | -99.4% | -90.2% |
| All | -91.6% | +2.9% | -94.5% | -90.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling