+192.5%
UMC vs AMDL
+95.0%
+97.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.2% | -4.6% | +3.0% |
| 7D | +5.0% | +4.5% | +0.4% | +4.1% |
| 30D | +7.7% | -4.4% | +12.1% | +8.0% |
| 3M | +1.7% | -30.5% | +32.1% | +5.7% |
| 6M | +113.9% | +300.9% | -187.0% | +73.7% |
| YTD | +168.9% | +219.9% | -51.0% | +118.9% |
| 1Y | +207.2% | +374.7% | -167.5% | +127.0% |
| All | +192.5% | +95.0% | +97.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling