-99.9%
AMIX vs UMAC
+197.5%
-297.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.9% |
| 7D | -16.0% | -23.4% | +7.4% | -14.3% |
| 30D | -55.4% | -45.6% | -9.8% | -53.2% |
| 3M | -87.5% | -50.9% | -36.6% | -86.9% |
| 6M | -81.2% | -16.5% | -64.6% | -79.9% |
| YTD | -86.8% | -6.6% | -80.2% | -85.9% |
| 1Y | -91.6% | +10.7% | -102.3% | -90.9% |
| All | -99.9% | +197.5% | -297.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling