+201.7%
UMC vs AMRZ
-20.1%
+221.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -7.5% | +16.5% | +10.4% |
| 30D | +17.2% | -12.4% | +29.7% | +19.9% |
| 3M | +11.4% | -22.4% | +33.8% | +16.2% |
| 6M | +137.5% | -29.5% | +167.0% | +148.2% |
| YTD | +193.1% | -24.1% | +217.3% | +207.9% |
| 1Y | +240.3% | -26.3% | +266.6% | +257.2% |
| All | +201.7% | -20.1% | +221.8% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling