+33.8%
UL vs AMC
-99.2%
+133.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.1% |
| 7D | +1.1% | +3.5% | -2.4% | +1.1% |
| 30D | +4.5% | +12.5% | -8.0% | +4.3% |
| 3M | +6.5% | +23.6% | -17.1% | +6.1% |
| 6M | +18.2% | +144.4% | -126.2% | +16.3% |
| YTD | +4.7% | +108.3% | -103.6% | +3.1% |
| 1Y | +0.8% | +38.9% | -38.1% | -0.2% |
| 3Y | +35.9% | -58.9% | +94.7% | +35.5% |
| All | +33.8% | -99.2% | +133.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling