+115.0%
UMC vs AMT
+13.5%
+101.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -0.8% |
| 7D | -14.7% | +6.0% | -20.7% | -13.0% |
| 30D | -32.9% | +20.1% | -53.0% | -28.8% |
| 3M | -22.2% | +12.4% | -34.5% | -19.2% |
| 6M | +25.9% | +9.9% | +16.0% | +32.2% |
| YTD | +107.9% | +14.4% | +93.5% | +124.8% |
| 1Y | +115.0% | +12.4% | +102.6% | +133.3% |
| All | +115.0% | +13.5% | +101.5% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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