+1,321.9%
AMAT vs UL
+109.3%
+1,212.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +11.4% | +1.1% | +10.2% | +11.0% |
| 30D | -17.0% | +4.5% | -21.6% | -18.7% |
| 3M | -30.6% | +6.5% | -37.1% | -32.7% |
| 6M | -14.9% | +18.2% | -33.1% | -22.0% |
| YTD | +44.7% | +4.7% | +40.0% | +39.0% |
| 1Y | +66.9% | +0.8% | +66.1% | +62.5% |
| 3Y | +153.3% | +35.9% | +117.4% | +105.7% |
| 5Y | +146.2% | +33.4% | +112.8% | +98.3% |
| All | +1,321.9% | +109.3% | +1,212.6% | +874.7% |
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