-99.9%
AMIX vs UMAC
+214.8%
-314.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.6% | +15.4% | +9.4% |
| 7D | +11.4% | -13.9% | +25.3% | +12.6% |
| 30D | -40.5% | -39.6% | -1.0% | -38.2% |
| 3M | -80.1% | -53.6% | -26.5% | -79.0% |
| 6M | -74.8% | -6.2% | -68.6% | -73.2% |
| YTD | -84.0% | -1.2% | -82.8% | -82.9% |
| 1Y | -89.7% | +9.7% | -99.4% | -88.9% |
| All | -99.9% | +214.8% | -314.6% | -99.8% |
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