+129.0%
UL vs AMC
-97.5%
+226.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | +2.6% | +5.5% | -2.9% | +2.5% |
| 30D | +6.8% | +16.1% | -9.3% | +6.6% |
| 3M | +5.7% | +43.0% | -37.2% | +5.4% |
| 6M | +15.9% | +130.7% | -114.8% | +15.0% |
| YTD | +4.3% | +121.8% | -117.5% | +3.4% |
| 1Y | -0.4% | +40.7% | -41.1% | -0.9% |
| 3Y | +35.0% | -56.8% | +91.8% | +34.7% |
| 5Y | +31.6% | -99.1% | +130.7% | +33.3% |
| 10Y | +104.6% | -98.7% | +203.3% | +110.5% |
| All | +129.0% | -97.5% | +226.5% | +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 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