+124.8%
AAPL vs UMC
+134.9%
-10.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.1% |
| 7D | -0.5% | +11.4% | -11.9% | -3.1% |
| 30D | +7.1% | +16.8% | -9.7% | +2.9% |
| 3M | +12.1% | +19.1% | -7.0% | +3.6% |
| 6M | +25.4% | +137.4% | -112.0% | -8.5% |
| YTD | +20.5% | +186.4% | -165.9% | -20.1% |
| 1Y | +44.5% | +229.1% | -184.6% | -9.7% |
| 3Y | +85.8% | +257.9% | -172.1% | +7.7% |
| 5Y | +124.8% | +137.5% | -12.8% | +43.8% |
| All | +124.8% | +134.9% | -10.1% | +43.8% |
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 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