+1,791.4%
UMC vs AMC
-98.1%
+1,889.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +4.5% |
| 7D | +5.0% | +2.3% | +2.6% | +4.9% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | +1.7% | +35.2% | -33.5% | +0.8% |
| 6M | +113.9% | +124.6% | -10.7% | +109.9% |
| YTD | +168.9% | +69.9% | +99.0% | +165.0% |
| 1Y | +207.2% | -2.6% | +209.8% | +205.4% |
| 3Y | +227.7% | -79.8% | +307.5% | +229.9% |
| 5Y | +118.0% | -99.4% | +217.4% | +124.2% |
| 10Y | +1,682.1% | -98.9% | +1,781.0% | +1,832.0% |
| All | +1,791.4% | -98.1% | +1,889.5% | +1,857.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling