+158.2%
AMAT vs UL
+31.7%
+126.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.5% | +2.6% | -5.0% | -2.6% |
| 30D | -26.5% | +6.8% | -33.3% | -27.0% |
| 3M | -28.6% | +5.7% | -34.3% | -29.0% |
| 6M | -14.2% | +15.9% | -30.1% | -16.6% |
| YTD | +45.5% | +4.3% | +41.2% | +44.8% |
| 1Y | +59.3% | -0.4% | +59.8% | +60.3% |
| 3Y | +153.1% | +35.0% | +118.1% | +120.5% |
| 5Y | +158.2% | +31.6% | +126.6% | +128.2% |
| All | +158.2% | +31.7% | +126.5% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling