+127.4%
UL vs AMC
-97.7%
+225.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +4.5% | +22.2% | -17.6% | +4.4% |
| 6M | +12.6% | +91.5% | -78.9% | +11.8% |
| YTD | +3.5% | +101.3% | -97.8% | +2.8% |
| 1Y | -0.4% | +20.8% | -21.2% | -0.8% |
| 3Y | +36.0% | -71.3% | +107.3% | +36.1% |
| 5Y | +30.9% | -99.2% | +130.2% | +32.8% |
| 10Y | +97.5% | -98.7% | +196.2% | +101.3% |
| All | +127.4% | -97.7% | +225.1% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling