-81.4%
AMIX vs UMAC
+168.1%
-249.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.6% | -3.6% |
| 7D | -3.4% | +14.7% | -18.1% | -8.3% |
| 30D | -54.4% | -0.5% | -53.9% | -55.8% |
| 3M | -45.7% | +0.5% | -46.3% | -46.7% |
| 6M | -49.2% | +57.9% | -107.1% | -52.9% |
| YTD | -60.3% | +103.9% | -164.3% | -64.6% |
| 1Y | -81.4% | +159.3% | -240.6% | -82.8% |
| All | -81.4% | +168.1% | -249.5% | -82.8% |
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 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