+1,842.6%
UMC vs AMT
+109.6%
+1,732.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.9% |
| 7D | +9.0% | +1.1% | +7.9% | +8.8% |
| 30D | +17.2% | +4.4% | +12.9% | +16.5% |
| 3M | +11.4% | -5.2% | +16.6% | +12.1% |
| 6M | +137.5% | -0.8% | +138.3% | +136.5% |
| YTD | +193.1% | +3.3% | +189.8% | +188.8% |
| 1Y | +240.3% | -6.0% | +246.3% | +241.3% |
| 3Y | +262.2% | +9.6% | +252.6% | +241.1% |
| 5Y | +143.1% | -29.2% | +172.4% | +151.1% |
| All | +1,842.6% | +109.6% | +1,732.9% | +1,609.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling