+193.4%
AMAT vs UMAC
+168.1%
+25.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.3% | -5.4% | +2.9% |
| 7D | +7.0% | +14.7% | -7.7% | +5.3% |
| 30D | -12.2% | -0.5% | -11.7% | -13.1% |
| 3M | -3.8% | +0.5% | -4.3% | -6.5% |
| 6M | +45.9% | +57.9% | -12.0% | +32.5% |
| YTD | +84.6% | +103.9% | -19.3% | +60.6% |
| 1Y | +193.4% | +159.3% | +34.1% | +162.6% |
| All | +193.4% | +168.1% | +25.3% | +162.6% |
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