+149.5%
AMAT vs UMAC
+494.0%
-344.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -14.8% | -7.7% | -7.1% | -14.8% |
| 3M | -9.3% | -26.4% | +17.2% | -8.9% |
| 6M | +27.4% | +61.9% | -34.5% | +22.3% |
| YTD | +77.6% | +86.5% | -8.9% | +68.9% |
| 1Y | +188.9% | +156.3% | +32.6% | +170.5% |
| All | +149.5% | +494.0% | -344.5% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling