+141.8%
UMC vs AMC
-99.5%
+241.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +5.3% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | +16.6% | -1.2% | +17.7% | +16.5% |
| 3M | +11.0% | +42.2% | -31.2% | +6.7% |
| 6M | +131.3% | +118.8% | +12.5% | +114.3% |
| YTD | +182.5% | +64.1% | +118.4% | +166.5% |
| 1Y | +222.3% | -9.5% | +231.8% | +216.5% |
| 3Y | +253.0% | -64.3% | +317.4% | +255.5% |
| 5Y | +141.8% | -99.5% | +241.3% | +232.3% |
| All | +141.8% | -99.5% | +241.3% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling