+115.0%
UMC vs AMDL
+108.7%
+6.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -14.7% | -30.7% | +16.1% | -7.8% |
| 30D | -32.9% | -43.8% | +10.9% | -24.7% |
| 3M | -22.2% | -24.5% | +2.4% | -19.3% |
| 6M | +25.9% | +44.7% | -18.8% | +18.2% |
| YTD | +107.9% | +204.0% | -96.1% | +79.0% |
| 1Y | +115.0% | +109.1% | +6.0% | +90.9% |
| All | +115.0% | +108.7% | +6.4% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling