+263.0%
UMC vs AME
+55.9%
+207.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | +13.6% | +1.3% | +12.3% | +12.9% |
| 30D | +20.8% | -6.6% | +27.3% | +25.0% |
| 3M | +16.1% | +3.0% | +13.2% | +15.3% |
| 6M | +137.3% | +5.3% | +132.0% | +133.4% |
| YTD | +193.8% | +15.4% | +178.3% | +178.9% |
| 1Y | +236.1% | +26.8% | +209.3% | +206.5% |
| All | +263.0% | +55.9% | +207.1% | +186.1% |
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 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