+1,425.2%
AMAT vs UL
+104.4%
+1,320.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.4% |
| 7D | +7.0% | -1.7% | +8.7% | +7.4% |
| 30D | -20.6% | +4.5% | -25.1% | -22.2% |
| 3M | -24.8% | +5.5% | -30.2% | -26.8% |
| 6M | -10.7% | +17.0% | -27.7% | -17.9% |
| YTD | +54.3% | +3.2% | +51.1% | +48.9% |
| 1Y | +73.7% | -1.9% | +75.6% | +71.0% |
| 3Y | +168.4% | +33.6% | +134.9% | +119.4% |
| 5Y | +167.6% | +31.5% | +136.1% | +116.5% |
| 10Y | +1,425.2% | +103.9% | +1,321.3% | +961.7% |
| All | +1,425.2% | +104.4% | +1,320.7% | +961.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling