+103.9%
UL vs AMC
-98.7%
+202.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -1.7% | -2.8% | +1.1% | -1.7% |
| 30D | +4.5% | +14.0% | -9.5% | +4.4% |
| 3M | +5.5% | +42.5% | -37.0% | +5.2% |
| 6M | +17.0% | +142.6% | -125.6% | +16.3% |
| YTD | +3.2% | +119.2% | -116.0% | +2.6% |
| 1Y | -1.9% | +40.7% | -42.6% | -2.3% |
| 3Y | +33.6% | -57.3% | +90.9% | +33.3% |
| 5Y | +31.5% | -99.1% | +130.6% | +32.5% |
| 10Y | +103.9% | -98.7% | +202.7% | +94.3% |
| All | +103.9% | -98.7% | +202.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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