+134.2%
UMC vs AME
+64.2%
+70.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +11.2% | +5.9% | +5.3% | +7.5% |
| 30D | -28.0% | -1.9% | -26.1% | -26.9% |
| 3M | -20.5% | -5.4% | -15.2% | -17.8% |
| 6M | -1.6% | +4.9% | -6.5% | -2.7% |
| YTD | +99.4% | +18.5% | +80.9% | +88.1% |
| 1Y | +120.4% | +25.5% | +94.9% | +103.1% |
| 3Y | +134.2% | +63.0% | +71.2% | +84.7% |
| All | +134.2% | +64.2% | +70.0% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling