+219.6%
UMC vs AMDL
+131.0%
+88.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.1% | +2.9% |
| 7D | +13.6% | +29.0% | -15.3% | +8.6% |
| 30D | +20.8% | +19.1% | +1.7% | +16.5% |
| 3M | +16.1% | +1.8% | +14.4% | +14.2% |
| 6M | +137.3% | +374.4% | -237.1% | +87.2% |
| YTD | +193.8% | +278.9% | -85.2% | +132.1% |
| 1Y | +236.1% | +510.6% | -274.5% | +138.3% |
| All | +219.6% | +131.0% | +88.6% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling