+73.7%
AMAT vs UMC
+122.3%
-48.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.9% | -0.9% | +2.8% |
| 7D | +7.0% | +0.1% | +6.8% | +7.0% |
| 30D | -20.6% | -28.7% | +8.1% | -8.4% |
| 3M | -24.8% | -15.1% | -9.7% | -19.8% |
| 6M | -10.7% | +5.0% | -15.7% | -7.3% |
| YTD | +54.3% | +108.2% | -53.9% | +39.6% |
| 1Y | +73.7% | +121.7% | -48.0% | +51.5% |
| All | +73.7% | +122.3% | -48.6% | +51.5% |
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