+236.1%
UMC vs AMT
-6.0%
+242.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +3.9% |
| 7D | +13.6% | +1.5% | +12.2% | +14.3% |
| 30D | +20.8% | +3.7% | +17.0% | +22.6% |
| 3M | +16.1% | -7.2% | +23.3% | +16.4% |
| 6M | +137.3% | -4.2% | +141.5% | +138.6% |
| YTD | +193.8% | +1.9% | +191.9% | +205.8% |
| 1Y | +236.1% | -6.4% | +242.5% | +243.3% |
| All | +236.1% | -6.0% | +242.1% | +243.3% |
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