+132.8%
UMC vs AMIX
-100.0%
+232.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -20.0% | +26.9% | +7.3% |
| 7D | +0.1% | -8.1% | +8.2% | +0.2% |
| 30D | -28.7% | -52.3% | +23.6% | -27.8% |
| 3M | -15.1% | -83.8% | +68.7% | -12.6% |
| 6M | +5.0% | -79.0% | +83.9% | +2.3% |
| YTD | +108.2% | -87.2% | +195.4% | +101.9% |
| 1Y | +121.7% | -91.7% | +213.4% | +114.7% |
| All | +132.8% | -100.0% | +232.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling