+174.8%
UL vs AMCR
+102.7%
+72.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +0.9% | -6.0% | +6.9% | +2.1% |
| 3M | +14.2% | +18.9% | -4.7% | +10.5% |
| 6M | -3.2% | +5.7% | -8.8% | -4.5% |
| YTD | -0.3% | +11.1% | -11.4% | -2.7% |
| 1Y | -8.8% | +14.4% | -23.2% | -11.5% |
| 3Y | +23.9% | +13.0% | +10.9% | +19.5% |
| 5Y | +21.4% | -7.5% | +28.9% | +20.7% |
| 10Y | +66.7% | +20.1% | +46.6% | +51.5% |
| All | +174.8% | +102.7% | +72.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling