+69.4%
AMKR vs UMAC
+488.3%
-418.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.3% |
| 7D | +5.5% | -4.0% | +9.5% | +5.8% |
| 30D | -8.6% | -9.4% | +0.8% | -8.3% |
| 3M | -28.7% | +3.0% | -31.7% | -29.3% |
| 6M | +13.3% | +27.2% | -13.9% | +9.6% |
| YTD | +26.1% | +84.7% | -58.6% | +19.1% |
| 1Y | +101.2% | +136.5% | -35.3% | +86.8% |
| All | +69.4% | +488.3% | -418.8% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling