-2.8%
UMC vs AMC
+129.7%
-132.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.3% | -0.8% | +7.1% |
| 7D | -9.2% | +6.6% | -15.7% | -9.0% |
| 30D | -35.1% | +14.1% | -49.2% | -35.0% |
| 3M | -20.5% | +31.3% | -51.7% | -20.3% |
| All | -2.8% | +129.7% | -132.5% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling