+103.3%
AMAT vs UMAC
+182.0%
-78.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.4% |
| 7D | +11.4% | -5.2% | +16.6% | +11.8% |
| 30D | -17.0% | -36.4% | +19.3% | -14.8% |
| 3M | -30.6% | -58.6% | +28.0% | -27.5% |
| 6M | -14.9% | -24.6% | +9.7% | -14.4% |
| YTD | +44.7% | -11.5% | +56.1% | +43.4% |
| 1Y | +66.9% | +16.9% | +50.0% | +63.3% |
| All | +103.3% | +182.0% | -78.7% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling