-55.9%
ADBE vs UMC
+252.9%
-308.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.3% |
| 7D | -12.9% | +11.4% | -24.3% | -13.4% |
| 30D | -5.6% | +16.8% | -22.4% | -6.4% |
| 3M | +6.6% | +19.1% | -12.5% | +2.4% |
| 6M | -9.6% | +137.4% | -147.0% | -25.2% |
| YTD | -28.9% | +186.4% | -215.3% | -45.7% |
| 1Y | -28.9% | +229.1% | -258.0% | -48.2% |
| All | -55.9% | +252.9% | -308.8% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling