+153.2%
AMAT vs UL
+31.7%
+121.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | +19.3% | -2.5% | +21.8% | +19.4% |
| 30D | -17.9% | +5.7% | -23.6% | -18.4% |
| 3M | -30.4% | +7.0% | -37.4% | -31.0% |
| 6M | -11.4% | +16.1% | -27.5% | -14.1% |
| YTD | +48.8% | +3.6% | +45.2% | +48.1% |
| 1Y | +66.0% | -1.4% | +67.4% | +67.2% |
| 3Y | +158.8% | +34.1% | +124.8% | +125.4% |
| 5Y | +153.2% | +32.0% | +121.2% | +123.0% |
| All | +153.2% | +31.7% | +121.5% | +123.0% |
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