+62.6%
UMC vs AMC
-99.3%
+161.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | -17.0% | +2.6% | -19.6% | -17.0% |
| 30D | -40.6% | +9.0% | -49.6% | -40.9% |
| 3M | -27.9% | +22.2% | -50.0% | -29.0% |
| 6M | -7.5% | +91.5% | -98.9% | -13.1% |
| YTD | +79.3% | +101.3% | -22.0% | +67.1% |
| 1Y | +92.8% | +20.8% | +72.0% | +85.9% |
| 3Y | +108.2% | -71.3% | +179.5% | +115.4% |
| All | +62.6% | -99.3% | +161.8% | +90.5% |
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