+45.2%
AMZN vs UMC
+134.9%
-89.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.6% |
| 7D | -2.7% | +11.4% | -14.1% | -6.1% |
| 30D | -7.5% | +16.8% | -24.3% | -12.2% |
| 3M | +5.8% | +19.1% | -13.3% | -4.4% |
| 6M | +17.5% | +137.4% | -119.9% | -21.5% |
| YTD | +9.1% | +186.4% | -177.2% | -35.6% |
| 1Y | +9.4% | +229.1% | -219.7% | -40.0% |
| 3Y | +82.2% | +257.9% | -175.7% | -9.0% |
| 5Y | +45.2% | +137.5% | -92.3% | -17.2% |
| All | +45.2% | +134.9% | -89.6% | -17.2% |
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