+35,178.5%
AAPL vs UMC
+277.8%
+34,900.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.2% | -2.5% |
| 7D | -2.7% | +6.6% | -9.3% | -4.5% |
| 30D | +1.0% | +16.6% | -15.6% | -3.3% |
| 3M | +5.0% | +11.0% | -6.1% | -0.9% |
| 6M | +23.0% | +131.3% | -108.2% | -6.6% |
| YTD | +16.6% | +182.5% | -165.9% | -17.6% |
| 1Y | +33.4% | +222.3% | -188.8% | -9.5% |
| 3Y | +79.9% | +253.0% | -173.2% | +16.8% |
| 5Y | +109.0% | +141.8% | -32.8% | +47.8% |
| 10Y | +1,210.4% | +1,772.2% | -561.8% | +377.8% |
| All | +35,178.5% | +277.8% | +34,900.7% | +14,503.6% |
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