+1,668.8%
UMC vs AMCR
+97.2%
+1,571.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.5% |
| 7D | +13.6% | -6.3% | +19.9% | +15.1% |
| 30D | +20.8% | -7.1% | +27.9% | +22.4% |
| 3M | +16.1% | +12.7% | +3.5% | +12.4% |
| 6M | +137.3% | +5.2% | +132.1% | +132.6% |
| YTD | +193.8% | +8.1% | +185.7% | +185.4% |
| 1Y | +236.1% | +11.7% | +224.4% | +223.6% |
| 3Y | +267.1% | +9.9% | +257.2% | +250.8% |
| 5Y | +145.3% | -8.7% | +153.9% | +144.4% |
| 10Y | +1,857.3% | +16.8% | +1,840.5% | +1,746.6% |
| All | +1,668.8% | +97.2% | +1,571.6% | +1,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling