+146.3%
UMC vs AMT
+683.6%
-537.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | -9.2% | +0.4% | -9.5% | -9.3% |
| 30D | -35.1% | +3.7% | -38.9% | -36.0% |
| 3M | -20.5% | +10.7% | -31.2% | -23.1% |
| 6M | -1.7% | +9.3% | -11.0% | -5.7% |
| YTD | +92.8% | +10.9% | +81.8% | +83.2% |
| 1Y | +104.5% | +10.5% | +93.9% | +94.4% |
| 3Y | +129.8% | +15.5% | +114.3% | +109.9% |
| 5Y | +74.0% | -20.6% | +94.6% | +75.7% |
| 10Y | +1,198.4% | +124.5% | +1,073.9% | +811.0% |
| All | +146.3% | +683.6% | -537.3% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling