+260.9%
UMC vs AME
+9,277.5%
-9,016.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.0% | +5.0% |
| 7D | +6.6% | +2.8% | +3.8% | +4.7% |
| 30D | +16.6% | -6.3% | +22.8% | +21.6% |
| 3M | +11.0% | +5.4% | +5.6% | +7.9% |
| 6M | +131.3% | +7.4% | +123.9% | +121.5% |
| YTD | +182.5% | +16.2% | +166.3% | +155.7% |
| 1Y | +222.3% | +26.8% | +195.5% | +173.8% |
| 3Y | +253.0% | +57.5% | +195.5% | +151.7% |
| 5Y | +141.8% | +84.8% | +57.0% | +54.3% |
| 10Y | +1,772.2% | +424.3% | +1,347.9% | +405.8% |
| All | +260.9% | +9,277.5% | -9,016.6% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling