+195.2%
AMD vs UMC
+209.4%
-14.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +2.5% |
| 7D | +2.6% | +5.0% | -2.4% | +0.2% |
| 30D | -0.9% | +7.7% | -8.6% | -4.7% |
| 3M | -8.7% | +1.7% | -10.4% | -9.9% |
| 6M | +136.3% | +113.9% | +22.4% | +82.3% |
| YTD | +123.0% | +168.9% | -45.9% | +55.7% |
| 1Y | +195.2% | +207.2% | -12.0% | +96.3% |
| All | +195.2% | +209.4% | -14.3% | +96.3% |
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