+1.6%
AMT vs UMAC
+508.0%
-506.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.1% |
| 7D | +1.5% | +3.3% | -1.8% | +1.4% |
| 30D | +3.7% | -10.4% | +14.1% | +3.8% |
| 3M | -7.2% | +1.8% | -8.9% | -7.2% |
| 6M | -4.2% | +40.7% | -44.9% | -4.7% |
| YTD | +1.9% | +90.9% | -89.0% | +0.9% |
| 1Y | -6.4% | +151.8% | -158.1% | -7.7% |
| All | +1.6% | +508.0% | -506.4% | -6.7% |
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 2021-09-09 to 2026-09-09: 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling