+1,272.7%
UMC vs AME
+444.5%
+828.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +11.2% | +5.9% | +5.3% | +8.1% |
| 30D | -28.0% | -1.9% | -26.1% | -26.9% |
| 3M | -20.5% | -5.4% | -15.2% | -17.9% |
| 6M | -1.6% | +4.9% | -6.5% | -2.7% |
| YTD | +99.4% | +18.5% | +80.9% | +85.8% |
| 1Y | +120.4% | +25.5% | +94.9% | +99.8% |
| 3Y | +134.2% | +63.0% | +71.2% | +84.4% |
| 5Y | +78.8% | +78.3% | +0.5% | +34.4% |
| All | +1,272.7% | +444.5% | +828.3% | +711.6% |
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