+1,269.6%
UMC vs AMC
-97.5%
+1,367.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.0% |
| 7D | -8.3% | +5.5% | -13.8% | -8.4% |
| 30D | -34.5% | +16.1% | -50.6% | -34.7% |
| 3M | -20.0% | +43.0% | -62.9% | -20.5% |
| 6M | -0.7% | +130.7% | -131.4% | -2.6% |
| YTD | +94.7% | +121.8% | -27.1% | +90.9% |
| 1Y | +106.0% | +40.7% | +65.3% | +103.5% |
| 3Y | +124.3% | -56.8% | +181.1% | +123.6% |
| 5Y | +78.0% | -99.1% | +177.1% | +82.1% |
| 10Y | +1,225.9% | -98.7% | +1,324.6% | +1,348.7% |
| All | +1,269.6% | -97.5% | +1,367.1% | +1,310.3% |
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 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