-22.6%
ADBE vs UMC
+209.4%
-232.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.6% | -11.3% | -6.3% |
| 7D | -8.6% | +5.0% | -13.5% | -8.1% |
| 30D | +2.8% | +7.7% | -4.9% | +3.6% |
| 3M | +3.1% | +1.7% | +1.5% | +2.9% |
| 6M | -2.4% | +113.9% | -116.3% | -6.8% |
| YTD | -23.9% | +168.9% | -192.8% | -31.3% |
| 1Y | -22.6% | +207.2% | -229.8% | -31.6% |
| All | -22.6% | +209.4% | -232.0% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling