+79.4%
AMZN vs UMC
+261.2%
-181.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.6% |
| 7D | -0.7% | +9.0% | -9.7% | -2.1% |
| 30D | -3.9% | +17.2% | -21.2% | -6.6% |
| 3M | +6.3% | +11.4% | -5.1% | +2.0% |
| 6M | +20.8% | +137.5% | -116.8% | -4.5% |
| YTD | +11.2% | +193.1% | -181.9% | -19.8% |
| 1Y | +11.7% | +240.3% | -228.6% | -23.9% |
| 3Y | +79.4% | +262.2% | -182.8% | +10.5% |
| All | +79.4% | +261.2% | -181.7% | +10.5% |
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