+66.9%
AMAT vs UL
+0.7%
+66.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.0% |
| 7D | +11.4% | +1.1% | +10.2% | +12.2% |
| 30D | -17.0% | +4.5% | -21.6% | -14.1% |
| 3M | -30.6% | +6.5% | -37.1% | -27.1% |
| 6M | -14.9% | +18.2% | -33.1% | -7.3% |
| YTD | +44.7% | +4.7% | +40.0% | +59.2% |
| 1Y | +66.9% | +0.8% | +66.1% | +82.7% |
| All | +66.9% | +0.7% | +66.2% | +82.7% |
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 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