+193.4%
AMAT vs UMC
+226.5%
-33.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +1.9% |
| 7D | +7.0% | +6.6% | +0.4% | +4.2% |
| 30D | -12.2% | +16.6% | -28.8% | -17.8% |
| 3M | -3.8% | +11.0% | -14.9% | -6.8% |
| 6M | +45.9% | +131.3% | -85.4% | +17.2% |
| YTD | +84.6% | +182.5% | -97.9% | +36.7% |
| 1Y | +193.4% | +222.3% | -28.9% | +109.9% |
| All | +193.4% | +226.5% | -33.2% | +109.9% |
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