+147.1%
AMAT vs UL
+33.5%
+113.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | +11.4% | +1.1% | +10.2% | +11.3% |
| 30D | -17.0% | +4.5% | -21.6% | -17.4% |
| 3M | -30.6% | +6.5% | -37.1% | -31.1% |
| 6M | -14.9% | +18.2% | -33.1% | -17.6% |
| YTD | +44.7% | +4.7% | +40.0% | +43.9% |
| 1Y | +66.9% | +0.8% | +66.1% | +67.5% |
| 3Y | +153.3% | +35.9% | +117.4% | +120.2% |
| All | +147.1% | +33.5% | +113.6% | +117.5% |
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