+144.1%
UMC vs AME
+89.9%
+54.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +0.2% |
| 7D | +9.0% | +1.7% | +7.3% | +7.8% |
| 30D | +17.2% | -6.4% | +23.7% | +22.3% |
| 3M | +11.4% | +7.1% | +4.3% | +7.4% |
| 6M | +137.5% | +8.2% | +129.3% | +127.5% |
| YTD | +193.1% | +18.2% | +174.9% | +165.4% |
| 1Y | +240.3% | +26.7% | +213.6% | +194.1% |
| 3Y | +262.2% | +60.7% | +201.5% | +153.8% |
| All | +144.1% | +89.9% | +54.3% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling