+115.0%
UMC vs AMRZ
-11.5%
+126.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -2.7% |
| 7D | -14.7% | +10.3% | -25.0% | -15.9% |
| 30D | -32.9% | +18.7% | -51.5% | -34.7% |
| 3M | -22.2% | -14.6% | -7.5% | -19.3% |
| 6M | +25.9% | -12.9% | +38.8% | +29.8% |
| YTD | +107.9% | -17.4% | +125.3% | +120.9% |
| 1Y | +115.0% | -12.3% | +127.3% | +123.8% |
| All | +115.0% | -11.5% | +126.5% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling