+207.3%
UMC vs AMDL
+117.8%
+89.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.7% | -6.6% | +3.0% |
| 7D | +6.6% | +19.9% | -13.4% | +3.2% |
| 30D | +16.6% | +6.3% | +10.3% | +14.7% |
| 3M | +11.0% | -9.9% | +20.9% | +11.2% |
| 6M | +131.3% | +394.3% | -263.0% | +82.0% |
| YTD | +182.5% | +257.3% | -74.8% | +125.5% |
| 1Y | +222.3% | +508.5% | -286.3% | +128.7% |
| All | +207.3% | +117.8% | +89.5% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling