+1,537.6%
AMAT vs UMC
+259.6%
+1,278.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +2.2% |
| 7D | -1.5% | +5.0% | -6.5% | -3.7% |
| 30D | -14.8% | +7.7% | -22.5% | -17.9% |
| 3M | -9.3% | +1.7% | -10.9% | -10.4% |
| 6M | +27.4% | +113.9% | -86.5% | -11.9% |
| YTD | +77.6% | +168.9% | -91.3% | +8.1% |
| 1Y | +188.9% | +207.2% | -18.3% | +65.2% |
| 3Y | +202.3% | +227.7% | -25.4% | +68.1% |
| 5Y | +248.9% | +118.0% | +130.9% | +133.5% |
| 10Y | +1,585.2% | +1,682.1% | -96.9% | +313.1% |
| All | +1,537.6% | +259.6% | +1,278.0% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling