+174.8%
UL vs AMCR
+96.6%
+78.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | -21.5% | -11.2% |
| 3Y | +23.9% | +9.6% | +14.3% | +20.2% |
| 5Y | +21.4% | -10.3% | +31.7% | +21.3% |
| 10Y | +66.7% | +16.5% | +50.2% | +52.3% |
| All | +174.8% | +96.6% | +78.2% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling