+1,665.8%
AMAT vs UMC
+1,742.7%
-76.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +1.4% |
| 7D | +7.0% | +6.6% | +0.4% | +3.6% |
| 30D | -12.2% | +16.6% | -28.8% | -19.1% |
| 3M | -3.8% | +11.0% | -14.9% | -9.7% |
| 6M | +45.9% | +131.3% | -85.4% | -7.9% |
| YTD | +84.6% | +182.5% | -97.9% | +1.7% |
| 1Y | +193.4% | +222.3% | -28.9% | +50.1% |
| 3Y | +228.1% | +253.0% | -25.0% | +59.9% |
| 5Y | +268.9% | +141.8% | +127.1% | +111.9% |
| 10Y | +1,665.8% | +1,772.2% | -106.5% | +303.2% |
| All | +1,665.8% | +1,742.7% | -76.9% | +303.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling