+8,471.9%
AMD vs UMC
+1,792.5%
+6,679.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.1% | +0.8% | +3.3% |
| 7D | +10.0% | +6.6% | +3.4% | +6.6% |
| 30D | +4.6% | +16.6% | -11.9% | -3.6% |
| 3M | +3.1% | +11.0% | -7.9% | -3.2% |
| 6M | +162.8% | +131.3% | +31.5% | +69.1% |
| YTD | +136.2% | +182.5% | -46.3% | +32.7% |
| 1Y | +234.0% | +222.3% | +11.8% | +75.1% |
| 3Y | +376.7% | +253.0% | +123.7% | +139.5% |
| 5Y | +376.3% | +141.8% | +234.5% | +177.7% |
| All | +8,471.9% | +1,792.5% | +6,679.4% | +1,923.4% |
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 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