+1,842.6%
UMC vs AME
+445.1%
+1,397.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +0.8% |
| 7D | +9.0% | +1.7% | +7.3% | +8.1% |
| 30D | +17.2% | -6.4% | +23.7% | +21.0% |
| 3M | +11.4% | +7.1% | +4.3% | +8.4% |
| 6M | +137.5% | +8.2% | +129.3% | +130.1% |
| YTD | +193.1% | +18.2% | +174.9% | +172.1% |
| 1Y | +240.3% | +26.7% | +213.6% | +205.2% |
| 3Y | +262.2% | +60.7% | +201.5% | +185.8% |
| 5Y | +143.1% | +91.6% | +51.6% | +77.2% |
| All | +1,842.6% | +445.1% | +1,397.5% | +1,031.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling