+247.2%
AMAT vs UL
+23.5%
+223.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | -14.8% | +0.5% | -15.3% | -14.8% |
| 3M | -9.3% | +17.6% | -26.9% | -12.4% |
| 6M | +27.4% | -5.4% | +32.8% | +29.3% |
| YTD | +77.6% | +0.7% | +76.9% | +77.3% |
| 1Y | +188.9% | -9.3% | +198.2% | +196.4% |
| 3Y | +202.3% | +24.5% | +177.8% | +170.9% |
| All | +247.2% | +23.5% | +223.7% | +198.8% |
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