+121.2%
UL vs AMC
-98.1%
+219.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.1% |
| 7D | -1.3% | +2.3% | -3.7% | -1.4% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +17.6% | +35.2% | -17.6% | +17.2% |
| 6M | -5.4% | +124.6% | -129.9% | -6.1% |
| YTD | +0.7% | +69.9% | -69.2% | +0.1% |
| 1Y | -9.3% | -2.6% | -6.7% | -9.5% |
| 3Y | +24.5% | -79.8% | +104.3% | +24.8% |
| 5Y | +23.2% | -99.4% | +122.6% | +25.2% |
| 10Y | +64.5% | -98.9% | +163.4% | +67.2% |
| All | +121.2% | -98.1% | +219.3% | +88.1% |
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