+115.4%
AMD vs UMC
+117.0%
-1.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.3% | -6.5% | -7.5% |
| 7D | +18.9% | +11.2% | +7.7% | +12.5% |
| 30D | -6.4% | -28.0% | +21.6% | +11.4% |
| 3M | +10.6% | -20.5% | +31.1% | +25.0% |
| 6M | +19.9% | -1.6% | +21.4% | +26.7% |
| YTD | +149.4% | +99.4% | +50.0% | +132.0% |
| 1Y | +115.4% | +120.4% | -5.0% | +81.3% |
| All | +115.4% | +117.0% | -1.7% | +81.3% |
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