+3.0%
AMT vs UMAC
+473.8%
-470.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.8% |
| 7D | +1.1% | -3.4% | +4.5% | +1.2% |
| 30D | +4.4% | -15.1% | +19.4% | +4.4% |
| 3M | -5.2% | -10.8% | +5.6% | -5.1% |
| 6M | -0.8% | +15.7% | -16.5% | -1.2% |
| YTD | +3.3% | +80.1% | -76.9% | +2.3% |
| 1Y | -6.0% | +116.7% | -122.7% | -7.3% |
| All | +3.0% | +473.8% | -470.8% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling