+1.9%
AMKR vs UMAC
+2.9%
-1.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.9% | +5.7% | -3.3% |
| 7D | -15.5% | -26.0% | +10.5% | -11.1% |
| 30D | -34.7% | -40.3% | +5.6% | -28.9% |
| 3M | -36.1% | -51.1% | +15.1% | -29.1% |
| 6M | -49.6% | -5.6% | -43.9% | -49.7% |
| YTD | -9.2% | +2.3% | -11.5% | -18.7% |
| 1Y | +1.9% | +7.9% | -6.0% | -9.2% |
| All | +1.9% | +2.9% | -1.1% | -9.2% |
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