+1,472.2%
AMD vs UMC
+259.6%
+1,212.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +2.5% |
| 7D | +2.6% | +5.0% | -2.4% | +0.2% |
| 30D | -0.9% | +7.7% | -8.6% | -4.7% |
| 3M | -8.7% | +1.7% | -10.4% | -10.0% |
| 6M | +136.3% | +113.9% | +22.4% | +61.3% |
| YTD | +123.0% | +168.9% | -45.9% | +32.4% |
| 1Y | +195.2% | +207.2% | -12.0% | +64.4% |
| 3Y | +336.3% | +227.7% | +108.6% | +136.2% |
| 5Y | +334.5% | +118.0% | +216.4% | +190.6% |
| 10Y | +6,259.1% | +1,682.1% | +4,577.0% | +1,296.2% |
| All | +1,472.2% | +259.6% | +1,212.6% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling