+1,842.6%
UMC vs AMCR
+14.6%
+1,827.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.8% |
| 7D | +9.0% | -6.3% | +15.3% | +10.8% |
| 30D | +17.2% | -7.8% | +25.0% | +19.6% |
| 3M | +11.4% | +7.5% | +3.9% | +8.0% |
| 6M | +137.5% | +2.7% | +134.8% | +132.8% |
| YTD | +193.1% | +6.0% | +187.1% | +183.4% |
| 1Y | +240.3% | +7.8% | +232.5% | +226.8% |
| 3Y | +262.2% | +5.8% | +256.4% | +243.5% |
| 5Y | +143.1% | -11.6% | +154.7% | +143.7% |
| All | +1,842.6% | +14.6% | +1,827.9% | +1,641.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling