-12.3%
AMRZ vs UMAC
+2.9%
-15.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.9% | +16.1% | +5.5% |
| 7D | +10.3% | -26.0% | +36.3% | +11.3% |
| 30D | +18.7% | -40.3% | +59.0% | +20.6% |
| 3M | -14.6% | -51.1% | +36.5% | -12.9% |
| 6M | -12.9% | -5.6% | -7.2% | -14.2% |
| YTD | -17.4% | +2.3% | -19.6% | -21.0% |
| 1Y | -12.3% | +7.9% | -20.2% | -16.8% |
| All | -12.3% | +2.9% | -15.2% | -16.8% |
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