+129.8%
UMC vs AMT
+13.8%
+116.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | -9.2% | +0.4% | -9.5% | -9.1% |
| 30D | -35.1% | +3.7% | -38.9% | -34.7% |
| 3M | -20.5% | +10.7% | -31.2% | -19.2% |
| 6M | -1.7% | +9.3% | -11.0% | +0.1% |
| YTD | +92.8% | +10.9% | +81.8% | +97.0% |
| 1Y | +104.5% | +10.5% | +93.9% | +109.0% |
| 3Y | +129.8% | +15.5% | +114.3% | +126.1% |
| All | +129.8% | +13.8% | +116.0% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling