+61.4%
AMAT vs UL
+1.7%
+59.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.5% | -1.3% |
| 7D | -11.2% | +4.7% | -15.9% | -8.5% |
| 30D | -31.9% | +11.6% | -43.5% | -27.3% |
| 3M | -32.3% | +5.3% | -37.7% | -29.4% |
| 6M | -5.4% | +16.0% | -21.4% | +3.1% |
| YTD | +44.3% | +5.0% | +39.3% | +58.1% |
| 1Y | +61.4% | +1.1% | +60.2% | +76.6% |
| All | +61.4% | +1.7% | +59.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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