-16.6%
AMRZ vs UMAC
+8.8%
-25.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.3% |
| 7D | -2.1% | -5.2% | +3.1% | -1.9% |
| 30D | +13.0% | -36.4% | +49.3% | +14.4% |
| 3M | -12.1% | -58.6% | +46.5% | -9.9% |
| 6M | -19.1% | -24.6% | +5.5% | -19.7% |
| YTD | -23.3% | -11.5% | -11.8% | -26.5% |
| 1Y | -16.6% | +16.9% | -33.5% | -21.8% |
| All | -16.6% | +8.8% | -25.4% | -21.8% |
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