+142.7%
AMAT vs UMC
+107.6%
+35.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.3% |
| 7D | -14.7% | -17.0% | +2.3% | -5.7% |
| 30D | -36.1% | -40.6% | +4.5% | -15.9% |
| 3M | -36.9% | -27.9% | -9.0% | -25.8% |
| 6M | -22.2% | -7.5% | -14.7% | -20.3% |
| YTD | +29.9% | +79.3% | -49.4% | -13.7% |
| 1Y | +43.3% | +92.8% | -49.5% | -9.9% |
| 3Y | +142.7% | +108.2% | +34.5% | +46.7% |
| All | +142.7% | +107.6% | +35.1% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling