+61.4%
AMAT vs UMAC
+2.9%
+58.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.9% | +7.6% | -1.9% |
| 7D | -11.2% | -26.0% | +14.8% | -7.8% |
| 30D | -31.9% | -40.3% | +8.4% | -27.5% |
| 3M | -32.3% | -51.1% | +18.8% | -27.4% |
| 6M | -5.4% | -5.6% | +0.3% | -6.9% |
| YTD | +44.3% | +2.3% | +42.0% | +34.6% |
| 1Y | +61.4% | +7.9% | +53.5% | +49.3% |
| All | +61.4% | +2.9% | +58.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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