+154.7%
UMC vs AME
+9,463.0%
-9,308.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +11.2% | +5.9% | +5.3% | +7.1% |
| 30D | -28.0% | -1.9% | -26.1% | -26.6% |
| 3M | -20.5% | -5.4% | -15.2% | -17.1% |
| 6M | -1.6% | +4.9% | -6.5% | -3.4% |
| YTD | +99.4% | +18.5% | +80.9% | +79.4% |
| 1Y | +120.4% | +25.5% | +94.9% | +90.5% |
| 3Y | +134.2% | +63.0% | +71.2% | +64.5% |
| 5Y | +78.8% | +78.3% | +0.5% | +18.0% |
| 10Y | +1,280.4% | +447.1% | +833.3% | +265.7% |
| All | +154.7% | +9,463.0% | -9,308.3% | -92.8% |
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