+12.6%
UL vs AMC
+88.0%
-75.5%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -2.5% |
| 7D | +1.1% | +2.6% | -1.5% | +1.1% |
| 30D | +8.2% | +9.0% | -0.8% | +8.0% |
| 3M | +4.5% | +22.2% | -17.6% | +4.2% |
| 6M | +12.6% | +91.5% | -78.9% | +11.3% |
| All | +12.6% | +88.0% | -75.5% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling