+11.3%
AMT vs UMAC
+216.2%
-204.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.4% | -2.9% | +0.5% | -2.4% |
| 30D | +4.2% | -35.6% | +39.8% | +4.4% |
| 3M | +13.4% | -51.3% | +64.7% | +13.7% |
| 6M | +9.4% | -17.5% | +26.9% | +9.1% |
| YTD | +11.7% | -0.7% | +12.4% | +10.9% |
| 1Y | +7.1% | +16.5% | -9.3% | +6.1% |
| All | +11.3% | +216.2% | -204.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling