+8,520.0%
AMD vs UMC
+1,304.8%
+7,215.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +6.9% |
| 7D | +44.7% | +17.8% | +26.9% | +33.2% |
| 30D | -3.3% | -29.6% | +26.3% | +17.2% |
| 3M | +21.2% | -18.4% | +39.6% | +35.4% |
| 6M | +30.6% | -0.1% | +30.7% | +30.0% |
| YTD | +173.3% | +104.0% | +69.3% | +83.7% |
| 1Y | +126.1% | +121.5% | +4.6% | +45.5% |
| 3Y | +393.5% | +135.0% | +258.5% | +208.0% |
| 5Y | +295.8% | +83.0% | +212.7% | +171.9% |
| All | +8,520.0% | +1,304.8% | +7,215.2% | +2,408.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling