+357.3%
AMD vs UMC
+131.8%
+225.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.3% | -6.5% | -7.3% |
| 7D | +18.9% | +11.2% | +7.7% | +11.8% |
| 30D | -6.4% | -28.0% | +21.6% | +14.7% |
| 3M | +10.6% | -20.5% | +31.1% | +27.0% |
| 6M | +19.9% | -1.6% | +21.4% | +19.6% |
| YTD | +149.4% | +99.4% | +50.0% | +55.8% |
| 1Y | +115.4% | +120.4% | -5.0% | +24.5% |
| 3Y | +357.3% | +134.2% | +223.1% | +144.5% |
| All | +357.3% | +131.8% | +225.5% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling