+109.0%
AMAT vs UMAC
+195.7%
-86.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -3.2% |
| 7D | +19.3% | +10.1% | +9.2% | +18.6% |
| 30D | -17.9% | -39.1% | +21.2% | -15.6% |
| 3M | -30.4% | -56.2% | +25.8% | -27.5% |
| 6M | -11.4% | -16.2% | +4.8% | -11.3% |
| YTD | +48.8% | -7.1% | +55.9% | +47.0% |
| 1Y | +66.0% | +10.3% | +55.8% | +62.5% |
| All | +109.0% | +195.7% | -86.7% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling