+33.9%
UL vs AMC
-57.0%
+90.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.3% |
| 3M | +5.5% | +42.5% | -37.0% | +4.9% |
| 6M | +17.0% | +142.6% | -125.6% | +15.2% |
| YTD | +3.2% | +119.2% | -116.0% | +1.6% |
| 1Y | -1.9% | +40.7% | -42.6% | -3.0% |
| All | +33.9% | -57.0% | +90.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling