-14.7%
AMRZ vs UMAC
-1.9%
-12.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -2.1% |
| 7D | +1.2% | -23.4% | +24.6% | +1.9% |
| 30D | +15.1% | -45.6% | +60.7% | +17.1% |
| 3M | -18.1% | -50.9% | +32.8% | -16.6% |
| 6M | -23.5% | -16.5% | -6.9% | -24.2% |
| YTD | -21.6% | -6.6% | -15.0% | -24.6% |
| 1Y | -14.7% | +10.7% | -25.4% | -19.1% |
| All | -14.7% | -1.9% | -12.9% | -19.1% |
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