+199.0%
AMD vs UMC
+64.2%
+134.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.5% | +8.5% |
| 7D | -11.0% | -17.0% | +5.9% | +2.4% |
| 30D | -30.5% | -40.6% | +10.1% | +1.9% |
| 3M | -8.2% | -27.9% | +19.6% | +15.5% |
| 6M | +6.6% | -7.5% | +14.0% | +6.8% |
| YTD | +109.7% | +79.3% | +30.4% | +16.0% |
| 1Y | +88.9% | +92.8% | -3.9% | -2.4% |
| 3Y | +301.8% | +108.2% | +193.7% | +86.3% |
| All | +199.0% | +64.2% | +134.9% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling