+1,278.0%
AAPL vs UMC
+1,863.6%
-585.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.2% |
| 7D | +3.8% | +9.0% | -5.2% | +1.8% |
| 30D | +9.9% | +17.2% | -7.3% | +5.8% |
| 3M | +12.5% | +11.4% | +1.1% | +6.9% |
| 6M | +27.6% | +137.5% | -109.9% | -1.9% |
| YTD | +22.6% | +193.1% | -170.6% | -12.6% |
| 1Y | +45.0% | +240.3% | -195.3% | -1.3% |
| 3Y | +87.8% | +262.2% | -174.4% | +23.2% |
| 5Y | +128.7% | +143.1% | -14.4% | +60.8% |
| All | +1,278.0% | +1,863.6% | -585.6% | +413.8% |
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