+73.7%
AMAT vs UMAC
+12.8%
+60.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.0% |
| 7D | +7.0% | -2.9% | +9.9% | +7.4% |
| 30D | -20.6% | -35.6% | +15.0% | -16.2% |
| 3M | -24.8% | -51.3% | +26.5% | -19.2% |
| 6M | -10.7% | -17.5% | +6.8% | -10.7% |
| YTD | +54.3% | -0.7% | +55.0% | +45.8% |
| 1Y | +73.7% | +16.5% | +57.2% | +60.4% |
| All | +73.7% | +12.8% | +60.9% | +60.4% |
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