+236.5%
UMC vs AMC
-67.9%
+304.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +4.4% |
| 7D | +5.0% | +2.3% | +2.6% | +4.8% |
| 30D | +7.7% | -0.7% | +8.4% | +7.6% |
| 3M | +1.7% | +35.2% | -33.5% | -0.6% |
| 6M | +113.9% | +124.6% | -10.7% | +103.9% |
| YTD | +168.9% | +69.9% | +99.0% | +158.7% |
| 1Y | +207.2% | -2.6% | +209.8% | +201.5% |
| All | +236.5% | -67.9% | +304.4% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling