+115.0%
UMC vs AME
+21.1%
+93.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | +1.7% |
| 7D | -14.7% | -4.4% | -10.2% | -11.4% |
| 30D | -32.9% | -5.9% | -27.0% | -29.4% |
| 3M | -22.2% | -6.5% | -15.6% | -17.6% |
| 6M | +25.9% | +3.2% | +22.7% | +24.9% |
| YTD | +107.9% | +16.0% | +91.9% | +109.7% |
| 1Y | +115.0% | +20.4% | +94.6% | +113.9% |
| All | +115.0% | +21.1% | +93.9% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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