+188.9%
AMAT vs UL
-8.6%
+197.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -1.3% | -0.2% | -2.2% |
| 30D | -14.8% | +0.5% | -15.3% | -14.4% |
| 3M | -9.3% | +17.6% | -26.9% | -3.9% |
| 6M | +27.4% | -5.4% | +32.8% | +29.1% |
| YTD | +77.6% | +0.7% | +76.9% | +86.9% |
| 1Y | +188.9% | -9.3% | +198.2% | +210.2% |
| All | +188.9% | -8.6% | +197.6% | +210.2% |
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