+145.3%
UMC vs AMT
-32.2%
+177.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +13.6% | +1.5% | +12.2% | +13.4% |
| 30D | +20.8% | +3.7% | +17.0% | +20.2% |
| 3M | +16.1% | -7.2% | +23.3% | +17.4% |
| 6M | +137.3% | -4.2% | +141.5% | +138.0% |
| YTD | +193.8% | +1.9% | +191.9% | +190.4% |
| 1Y | +236.1% | -6.4% | +242.5% | +237.9% |
| 3Y | +267.1% | +7.7% | +259.4% | +237.5% |
| 5Y | +145.3% | -30.9% | +176.2% | +149.0% |
| All | +145.3% | -32.2% | +177.5% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling