+61.4%
AMAT vs UMC
+112.5%
-51.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -11.2% | -14.7% | +3.5% | -5.0% |
| 30D | -31.9% | -32.9% | +1.0% | -19.5% |
| 3M | -32.3% | -22.2% | -10.2% | -25.4% |
| 6M | -5.4% | +25.9% | -31.3% | -6.0% |
| YTD | +44.3% | +107.9% | -63.7% | +25.7% |
| 1Y | +61.4% | +115.0% | -53.7% | +36.7% |
| All | +61.4% | +112.5% | -51.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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